+38.9%
EFX vs HDB
+32.9%
+5.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -11.1% | -6.2% | -4.9% | -9.3% |
| 30D | -7.4% | -6.2% | -1.2% | -5.5% |
| 3M | +1.5% | -5.9% | +7.3% | +3.0% |
| 6M | -13.7% | -25.9% | +12.2% | -5.8% |
| YTD | -21.9% | -40.2% | +18.4% | -9.0% |
| 1Y | -30.8% | -38.0% | +7.2% | -20.4% |
| 3Y | -12.4% | -30.5% | +18.1% | -4.5% |
| 5Y | -35.9% | -38.1% | +2.2% | -28.8% |
| All | +38.9% | +32.9% | +5.9% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling