+6.6%
EMB vs HDB
-24.7%
+31.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -0.1% | +13.3% | -13.4% | -1.7% |
| 30D | +1.3% | +13.6% | -12.3% | -0.3% |
| 3M | -2.2% | +5.8% | -8.0% | -3.0% |
| 6M | -2.3% | -1.9% | -0.4% | -2.4% |
| YTD | -0.6% | -31.2% | +30.6% | +3.9% |
| 1Y | +0.5% | -29.6% | +30.0% | +4.6% |
| 3Y | +29.4% | -10.1% | +39.5% | +28.5% |
| All | +6.6% | -24.7% | +31.3% | +7.1% |
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 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