+1,127.8%
HDB vs EFV
+247.9%
+879.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +4.1% | +0.7% | +3.4% | +3.2% |
| 30D | +13.0% | +2.0% | +10.9% | +10.5% |
| 3M | +11.3% | -1.6% | +12.9% | +13.2% |
| 6M | +6.9% | +5.8% | +1.2% | +0.5% |
| YTD | -29.6% | +15.6% | -45.3% | -40.2% |
| 1Y | -29.5% | +19.0% | -48.5% | -42.0% |
| 3Y | -8.1% | +90.7% | -98.8% | -56.0% |
| 5Y | -23.4% | +92.8% | -116.2% | -64.3% |
| 10Y | +62.9% | +160.5% | -97.6% | -48.7% |
| All | +1,127.8% | +247.9% | +879.9% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling