+121.7%
EW vs HDB
+34.0%
+87.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.6% |
| 7D | -4.4% | -2.0% | -2.4% | -3.8% |
| 30D | -3.3% | -4.9% | +1.5% | -1.9% |
| 3M | +1.0% | -2.3% | +3.3% | +1.3% |
| 6M | +6.2% | -23.7% | +29.9% | +14.9% |
| YTD | +1.7% | -38.5% | +40.2% | +17.5% |
| 1Y | +8.1% | -36.5% | +44.6% | +23.4% |
| 3Y | +17.1% | -28.5% | +45.5% | +26.0% |
| 5Y | -29.4% | -37.4% | +8.0% | -21.9% |
| 10Y | +121.7% | +34.0% | +87.7% | +87.2% |
| All | +121.7% | +34.0% | +87.7% | +87.2% |
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