+1,105.3%
EMR vs HDB
+4,284.7%
-3,179.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | +0.7% | +12.7% | -12.0% | -3.1% |
| 30D | +3.5% | +16.6% | -13.1% | -1.6% |
| 3M | +5.9% | +10.8% | -4.9% | +2.1% |
| 6M | +19.4% | +3.8% | +15.6% | +17.2% |
| YTD | +27.7% | -28.9% | +56.6% | +40.9% |
| 1Y | +30.9% | -28.0% | +58.9% | +43.8% |
| 3Y | +104.2% | -7.2% | +111.3% | +102.8% |
| 5Y | +89.6% | -22.2% | +111.9% | +95.9% |
| 10Y | +280.0% | +63.6% | +216.5% | +196.4% |
| All | +1,105.3% | +4,284.7% | -3,179.4% | +294.8% |
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