+7.3%
EMB vs HDB
-37.8%
+45.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | +0.3% | -2.0% | +2.3% | +0.5% |
| 30D | -0.5% | -4.9% | +4.4% | +0.1% |
| 3M | +0.3% | -2.3% | +2.6% | +0.4% |
| 6M | +1.2% | -23.7% | +24.9% | +4.3% |
| YTD | +1.5% | -38.5% | +39.9% | +7.5% |
| 1Y | +4.8% | -36.5% | +41.3% | +10.5% |
| 3Y | +30.4% | -28.5% | +58.8% | +34.0% |
| 5Y | +7.3% | -37.4% | +44.6% | +8.3% |
| All | +7.3% | -37.8% | +45.0% | +8.3% |
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