+924.9%
EFX vs HDB
+4,291.4%
-3,366.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.0% | +6.9% | -8.9% | -3.8% |
| 30D | +27.9% | +15.2% | +12.6% | +22.9% |
| 3M | +3.8% | +11.7% | -7.9% | +0.5% |
| 6M | +13.0% | +7.5% | +5.5% | +10.1% |
| YTD | -12.4% | -28.8% | +16.4% | -4.6% |
| 1Y | -10.4% | -29.1% | +18.7% | -2.4% |
| 3Y | +4.4% | -7.0% | +11.5% | +4.0% |
| 5Y | -28.9% | -22.1% | -6.8% | -26.3% |
| 10Y | +81.7% | +64.9% | +16.8% | +47.0% |
| All | +924.9% | +4,291.4% | -3,366.5% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling