+79.7%
EFX vs HDB
+63.5%
+16.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -0.8% | +2.7% | -3.5% | -1.6% |
| 30D | +25.1% | +14.1% | +11.0% | +20.0% |
| 3M | +1.7% | +11.8% | -10.2% | -2.1% |
| 6M | +18.4% | +8.2% | +10.2% | +14.7% |
| YTD | -12.5% | -29.3% | +16.8% | -3.5% |
| 1Y | -8.1% | -28.8% | +20.7% | +1.1% |
| 3Y | +4.8% | -7.5% | +12.3% | +4.0% |
| 5Y | -30.1% | -23.1% | -7.1% | -27.5% |
| All | +79.7% | +63.5% | +16.2% | +53.0% |
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 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