+1,404.4%
EWT vs HDB
+3,812.1%
-2,407.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +4.0% | +0.4% | +3.5% | +3.8% |
| 30D | +10.3% | -2.8% | +13.1% | +11.3% |
| 3M | +6.1% | -3.5% | +9.6% | +6.9% |
| 6M | +56.6% | -24.7% | +81.3% | +71.9% |
| YTD | +76.6% | -36.6% | +113.1% | +105.5% |
| 1Y | +97.9% | -34.4% | +132.2% | +127.0% |
| 3Y | +198.0% | -24.4% | +222.4% | +218.7% |
| 5Y | +151.8% | -35.4% | +187.1% | +178.9% |
| 10Y | +514.1% | +39.5% | +474.6% | +376.7% |
| All | +1,404.4% | +3,812.1% | -2,407.7% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling