+679.1%
EWZ vs HDB
+3,812.1%
-3,133.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | +4.8% | -2.8% | +7.7% | +6.2% |
| 3M | +9.9% | -3.5% | +13.4% | +10.9% |
| 6M | +1.9% | -24.7% | +26.7% | +15.4% |
| YTD | +20.3% | -36.6% | +56.9% | +47.4% |
| 1Y | +35.6% | -34.4% | +70.0% | +63.1% |
| 3Y | +43.4% | -24.4% | +67.8% | +55.4% |
| 5Y | +55.9% | -35.4% | +91.3% | +75.8% |
| 10Y | +84.2% | +39.5% | +44.6% | +34.4% |
| All | +679.1% | +3,812.1% | -3,133.0% | +43.0% |
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