+119.0%
EWT vs HDB
-23.2%
+142.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +9.1% | +2.7% | +6.4% | +8.4% |
| 30D | -12.2% | +14.1% | -26.4% | -15.5% |
| 3M | -9.4% | +11.8% | -21.2% | -12.4% |
| 6M | +2.7% | +8.2% | -5.5% | -0.2% |
| YTD | +53.3% | -29.3% | +82.6% | +67.4% |
| 1Y | +59.2% | -28.8% | +88.0% | +73.3% |
| 3Y | +157.1% | -7.5% | +164.6% | +154.9% |
| All | +119.0% | -23.2% | +142.2% | +121.7% |
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