+78.4%
EFX vs HDB
+62.8%
+15.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -3.6% | +4.1% | -7.7% | -4.9% |
| 30D | +25.3% | +13.0% | +12.3% | +20.5% |
| 3M | +3.8% | +11.3% | -7.4% | +0.2% |
| 6M | +12.7% | +6.9% | +5.8% | +9.6% |
| YTD | -13.1% | -29.6% | +16.5% | -4.0% |
| 1Y | -9.3% | -29.5% | +20.2% | +0.1% |
| 3Y | +3.5% | -8.1% | +11.7% | +3.0% |
| 5Y | -30.6% | -23.4% | -7.2% | -27.9% |
| All | +78.4% | +62.8% | +15.7% | +52.1% |
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