+1,068.0%
EMR vs HDB
+4,142.9%
-3,075.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.7% |
| 7D | -1.6% | +13.3% | -14.9% | -5.5% |
| 30D | +2.0% | +13.6% | -11.6% | -2.3% |
| 3M | +3.8% | +5.8% | -1.9% | +1.6% |
| 6M | +10.5% | -1.9% | +12.4% | +10.4% |
| YTD | +23.7% | -31.2% | +54.9% | +38.0% |
| 1Y | +25.4% | -29.6% | +55.0% | +38.7% |
| 3Y | +86.6% | -10.1% | +96.7% | +87.2% |
| 5Y | +83.0% | -24.3% | +107.4% | +90.7% |
| 10Y | +319.5% | +59.3% | +260.2% | +229.9% |
| All | +1,068.0% | +4,142.9% | -3,075.0% | +286.5% |
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