+50.3%
EWZ vs HDB
+61.5%
-11.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.9% |
| 7D | +1.4% | +13.7% | -12.3% | -4.0% |
| 30D | -25.1% | +15.8% | -40.9% | -29.7% |
| 3M | -7.7% | +9.2% | -17.0% | -11.6% |
| 6M | -15.8% | +3.2% | -19.0% | -18.0% |
| YTD | +3.6% | -29.4% | +33.0% | +18.4% |
| 1Y | +5.5% | -27.9% | +33.4% | +19.4% |
| 3Y | +22.1% | -5.9% | +28.0% | +18.1% |
| 5Y | +58.3% | -23.5% | +81.8% | +63.7% |
| 10Y | +50.3% | +61.3% | -11.1% | -3.4% |
| All | +50.3% | +61.5% | -11.2% | -3.4% |
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