-25.6%
EFX vs HDB
-34.6%
+9.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -8.6% | +0.4% | -9.1% | -8.7% |
| 30D | +0.1% | -2.8% | +2.9% | +0.7% |
| 3M | +3.8% | -3.5% | +7.4% | +4.3% |
| 6M | -13.5% | -24.7% | +11.2% | -10.5% |
| YTD | -17.7% | -36.6% | +18.9% | -14.5% |
| 1Y | -25.6% | -34.4% | +8.8% | -23.0% |
| All | -25.6% | -34.6% | +9.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling