-36.6%
EFX vs HDB
-38.7%
+2.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | -9.4% | -4.9% | -4.5% | -7.8% |
| 30D | -6.9% | -5.8% | -1.0% | -5.0% |
| 3M | +0.1% | -5.2% | +5.3% | +1.5% |
| 6M | -17.3% | -25.7% | +8.4% | -9.0% |
| YTD | -21.8% | -39.6% | +17.7% | -7.7% |
| 1Y | -32.5% | -36.9% | +4.4% | -21.8% |
| 3Y | -12.3% | -29.7% | +17.4% | -4.1% |
| 5Y | -36.6% | -37.8% | +1.1% | -30.0% |
| All | -36.6% | -38.7% | +2.1% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling