+229.5%
EWY vs HDB
+63.5%
+166.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.2% | +2.7% | +1.5% | +3.2% |
| 30D | -10.7% | +14.1% | -24.8% | -15.3% |
| 3M | -20.1% | +11.8% | -31.9% | -23.7% |
| 6M | -24.3% | +8.2% | -32.5% | -27.2% |
| YTD | +46.9% | -29.3% | +76.2% | +64.7% |
| 1Y | +55.2% | -28.8% | +84.0% | +73.4% |
| 3Y | +157.0% | -7.5% | +164.4% | +154.1% |
| 5Y | +98.9% | -23.1% | +121.9% | +106.9% |
| All | +229.5% | +63.5% | +166.0% | +144.4% |
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