+32.4%
HDB vs EFV
+167.0%
-134.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | -6.2% | -2.0% | -4.2% | -4.6% |
| 30D | -6.2% | -0.2% | -6.0% | -6.1% |
| 3M | -5.9% | +9.1% | -15.0% | -12.4% |
| 6M | -25.9% | +11.7% | -37.6% | -32.3% |
| YTD | -40.2% | +17.0% | -57.3% | -47.6% |
| 1Y | -38.0% | +26.7% | -64.7% | -49.2% |
| 3Y | -30.5% | +90.2% | -120.6% | -60.2% |
| 5Y | -38.1% | +96.1% | -134.2% | -65.6% |
| All | +32.4% | +167.0% | -134.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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