-8.2%
EW vs HDB
-23.2%
+15.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +4.9% | +2.7% | +2.2% | +4.2% |
| 30D | +23.9% | +14.1% | +9.8% | +19.7% |
| 3M | +15.8% | +11.8% | +3.9% | +12.2% |
| 6M | +31.7% | +8.2% | +23.5% | +28.2% |
| YTD | +25.7% | -29.3% | +55.0% | +36.7% |
| 1Y | +24.4% | -28.8% | +53.2% | +34.9% |
| 3Y | +65.9% | -7.5% | +73.3% | +63.2% |
| All | -8.2% | -23.2% | +15.0% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling