+30.7%
EMB vs HDB
+32.4%
-1.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | 0.0% | -4.9% | +4.9% | +0.7% |
| 30D | -0.3% | -5.8% | +5.6% | +0.5% |
| 3M | -0.3% | -5.2% | +4.9% | +0.2% |
| 6M | +0.7% | -25.7% | +26.5% | +4.3% |
| YTD | +1.3% | -39.6% | +40.8% | +7.7% |
| 1Y | +4.7% | -36.9% | +41.6% | +10.6% |
| 3Y | +30.1% | -29.7% | +59.8% | +34.3% |
| 5Y | +6.9% | -37.8% | +44.6% | +10.9% |
| 10Y | +30.7% | +33.7% | -3.0% | +23.4% |
| All | +30.7% | +32.4% | -1.7% | +23.4% |
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