-23.4%
HDB vs EFV
+92.8%
-116.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +4.1% | +0.7% | +3.4% | +3.5% |
| 30D | +13.0% | +2.0% | +10.9% | +11.2% |
| 3M | +11.3% | -1.6% | +12.9% | +12.7% |
| 6M | +6.9% | +5.8% | +1.2% | +2.6% |
| YTD | -29.6% | +15.6% | -45.3% | -36.9% |
| 1Y | -29.5% | +19.0% | -48.5% | -38.1% |
| 3Y | -8.1% | +90.7% | -98.8% | -45.4% |
| 5Y | -23.4% | +92.8% | -116.2% | -53.8% |
| All | -23.4% | +92.8% | -116.3% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling