+157.0%
EWY vs HDB
-7.5%
+164.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +4.2% | +2.7% | +1.5% | +3.5% |
| 30D | -10.7% | +14.1% | -24.8% | -14.0% |
| 3M | -20.1% | +11.8% | -31.9% | -22.7% |
| 6M | -24.3% | +8.2% | -32.5% | -26.3% |
| YTD | +46.9% | -29.3% | +76.2% | +56.6% |
| 1Y | +55.2% | -28.8% | +84.0% | +65.1% |
| 3Y | +157.0% | -7.5% | +164.4% | +169.8% |
| All | +157.0% | -7.5% | +164.5% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling