-38.1%
HDB vs EFV
+94.1%
-132.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -6.2% | -2.0% | -4.2% | -4.7% |
| 30D | -6.2% | -0.2% | -6.0% | -6.1% |
| 3M | -5.9% | +9.1% | -15.0% | -11.8% |
| 6M | -25.9% | +11.7% | -37.6% | -31.8% |
| YTD | -40.2% | +17.0% | -57.3% | -46.9% |
| 1Y | -38.0% | +26.7% | -64.7% | -48.1% |
| 3Y | -30.5% | +90.2% | -120.6% | -58.6% |
| 5Y | -38.1% | +96.1% | -134.2% | -63.5% |
| All | -38.1% | +94.1% | -132.2% | -63.5% |
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