+57.8%
EWZ vs HDB
-24.7%
+82.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -1.5% | +13.3% | -14.8% | -4.2% |
| 30D | -24.5% | +13.6% | -38.1% | -26.6% |
| 3M | -10.7% | +5.8% | -16.5% | -12.0% |
| 6M | -19.1% | -1.9% | -17.2% | -19.2% |
| YTD | +1.6% | -31.2% | +32.8% | +9.7% |
| 1Y | +4.3% | -29.6% | +33.9% | +12.0% |
| 3Y | +19.0% | -10.1% | +29.1% | +18.5% |
| All | +57.8% | -24.7% | +82.6% | +59.9% |
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