-8.1%
EFX vs HDB
-29.0%
+21.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -0.8% | +2.7% | -3.5% | -1.5% |
| 30D | +25.1% | +14.1% | +11.0% | +20.6% |
| 3M | +1.7% | +11.8% | -10.2% | -1.6% |
| 6M | +18.4% | +8.2% | +10.2% | +14.9% |
| YTD | -12.5% | -29.3% | +16.8% | -12.8% |
| 1Y | -8.1% | -28.8% | +20.7% | -8.4% |
| All | -8.1% | -29.0% | +21.0% | -8.4% |
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