+266.6%
EW vs HDB
+62.8%
+203.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +4.9% | +4.1% | +0.9% | +3.7% |
| 30D | +24.1% | +13.0% | +11.1% | +19.5% |
| 3M | +13.7% | +11.3% | +2.5% | +9.7% |
| 6M | +32.7% | +6.9% | +25.8% | +29.0% |
| YTD | +24.1% | -29.6% | +53.7% | +36.8% |
| 1Y | +23.6% | -29.5% | +53.2% | +36.1% |
| 3Y | +64.8% | -8.1% | +72.9% | +63.0% |
| 5Y | -8.8% | -23.4% | +14.6% | -5.8% |
| All | +266.6% | +62.8% | +203.8% | +189.0% |
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