+67.0%
EWZ vs HDB
+64.3%
+2.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | +6.9% | -6.4% | -2.2% |
| 30D | -25.5% | +15.2% | -40.7% | -29.9% |
| 3M | -4.5% | +11.7% | -16.3% | -9.4% |
| 6M | -15.3% | +7.5% | -22.8% | -18.9% |
| YTD | +3.1% | -28.8% | +31.9% | +17.3% |
| 1Y | +1.2% | -29.1% | +30.3% | +15.4% |
| 3Y | +19.3% | -7.0% | +26.3% | +16.1% |
| 5Y | +52.3% | -22.1% | +74.3% | +55.9% |
| 10Y | +67.0% | +64.9% | +2.1% | +9.5% |
| All | +67.0% | +64.3% | +2.7% | +9.5% |
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