+553.6%
EWZ vs HDB
+4,068.7%
-3,515.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.3% |
| 7D | -4.2% | +13.3% | -17.5% | -9.9% |
| 30D | -26.1% | +10.2% | -36.3% | -29.6% |
| 3M | -12.0% | +3.6% | -15.6% | -14.1% |
| 6M | -19.3% | -0.5% | -18.7% | -20.4% |
| YTD | +0.9% | -32.4% | +33.3% | +19.2% |
| 1Y | +3.4% | -31.1% | +34.4% | +20.8% |
| 3Y | +18.6% | -12.6% | +31.2% | +19.1% |
| 5Y | +56.6% | -25.7% | +82.3% | +63.8% |
| 10Y | +50.3% | +56.5% | -6.2% | +2.9% |
| All | +553.6% | +4,068.7% | -3,515.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling