-37.4%
HDB vs EAT
+326.5%
-363.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -2.5% |
| 7D | -2.0% | -4.9% | +2.9% | -1.3% |
| 30D | -4.9% | -1.2% | -3.7% | -4.8% |
| 3M | -2.3% | +52.2% | -54.5% | -8.7% |
| 6M | -23.7% | +65.0% | -88.8% | -30.0% |
| YTD | -38.5% | +55.0% | -93.5% | -43.1% |
| 1Y | -36.5% | +42.1% | -78.5% | -40.7% |
| 3Y | -28.5% | +614.7% | -643.2% | -52.9% |
| 5Y | -37.4% | +322.7% | -360.1% | -56.6% |
| All | -37.4% | +326.5% | -363.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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