+239.8%
EW vs HDB
+61.5%
+178.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +1.7% |
| 7D | +12.3% | +13.7% | -1.4% | +8.0% |
| 30D | +22.9% | +15.8% | +7.0% | +17.4% |
| 3M | +16.7% | +9.2% | +7.5% | +13.2% |
| 6M | +31.0% | +3.2% | +27.8% | +28.8% |
| YTD | +22.8% | -29.4% | +52.2% | +35.3% |
| 1Y | +25.6% | -27.9% | +53.5% | +37.3% |
| 3Y | +62.0% | -5.9% | +67.8% | +58.8% |
| 5Y | -12.8% | -23.5% | +10.7% | -9.9% |
| 10Y | +239.8% | +61.3% | +178.5% | +163.2% |
| All | +239.8% | +61.5% | +178.3% | +163.2% |
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