+863.1%
EFX vs HDB
+3,812.1%
-2,949.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.2% |
| 7D | -8.6% | +0.4% | -9.1% | -8.7% |
| 30D | +0.1% | -2.8% | +2.9% | +0.9% |
| 3M | +3.8% | -3.5% | +7.4% | +4.6% |
| 6M | -13.5% | -24.7% | +11.2% | -7.0% |
| YTD | -17.7% | -36.6% | +18.9% | -7.3% |
| 1Y | -25.6% | -34.4% | +8.8% | -17.1% |
| 3Y | -12.1% | -24.4% | +12.3% | -7.2% |
| 5Y | -33.8% | -35.4% | +1.5% | -27.7% |
| 10Y | +45.1% | +39.5% | +5.6% | +23.0% |
| All | +863.1% | +3,812.1% | -2,949.0% | +284.1% |
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 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