+153.3%
EWY vs HDB
-38.7%
+192.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.0% |
| 7D | +6.7% | -4.9% | +11.5% | +8.4% |
| 30D | +17.0% | -5.8% | +22.8% | +19.1% |
| 3M | +3.7% | -5.2% | +8.9% | +4.9% |
| 6M | +42.5% | -25.7% | +68.2% | +55.5% |
| YTD | +96.2% | -39.6% | +135.8% | +127.2% |
| 1Y | +160.4% | -36.9% | +197.3% | +196.9% |
| 3Y | +231.7% | -29.7% | +261.4% | +259.9% |
| 5Y | +153.3% | -37.8% | +191.0% | +177.4% |
| All | +153.3% | -38.7% | +192.0% | +177.4% |
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 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