+36.2%
EMB vs HDB
+63.5%
-27.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.9% | +2.7% | -3.6% | -1.2% |
| 30D | +0.4% | +14.1% | -13.8% | -1.4% |
| 3M | -3.1% | +11.8% | -14.9% | -4.6% |
| 6M | -2.1% | +8.2% | -10.2% | -3.4% |
| YTD | -1.1% | -29.3% | +28.2% | +2.9% |
| 1Y | -0.1% | -28.8% | +28.7% | +3.9% |
| 3Y | +29.6% | -7.5% | +37.1% | +28.8% |
| 5Y | +7.2% | -23.1% | +30.2% | +8.1% |
| All | +36.2% | +63.5% | -27.4% | +25.4% |
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 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