+89.4%
EWZ vs HDB
+42.1%
+47.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.9% | -7.8% | -3.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.4% |
| 30D | +12.8% | +1.0% | +11.8% | +12.0% |
| 3M | +10.8% | -2.0% | +12.7% | +10.6% |
| 6M | +2.5% | -18.1% | +20.6% | +10.3% |
| YTD | +21.4% | -36.1% | +57.5% | +45.1% |
| 1Y | +32.8% | -34.0% | +66.8% | +56.2% |
| 3Y | +45.2% | -26.7% | +71.9% | +57.9% |
| 5Y | +63.0% | -33.9% | +96.9% | +80.6% |
| All | +89.4% | +42.1% | +47.3% | +40.1% |
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