+154.5%
EWT vs HDB
-38.7%
+193.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +2.1% | -4.9% | +7.0% | +3.6% |
| 30D | +9.4% | -5.8% | +15.2% | +11.1% |
| 3M | +10.9% | -5.2% | +16.1% | +11.9% |
| 6M | +57.9% | -25.7% | +83.6% | +70.7% |
| YTD | +75.9% | -39.6% | +115.5% | +101.3% |
| 1Y | +89.7% | -36.9% | +126.6% | +113.9% |
| 3Y | +200.9% | -29.7% | +230.6% | +223.9% |
| 5Y | +154.5% | -37.8% | +192.3% | +177.8% |
| All | +154.5% | -38.7% | +193.2% | +177.8% |
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