+1,133.5%
HDB vs EFV
+249.2%
+884.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | +2.7% | +2.5% | +0.2% | 0.0% |
| 30D | +14.1% | +2.9% | +11.2% | +10.6% |
| 3M | +11.8% | -1.4% | +13.2% | +13.5% |
| 6M | +8.2% | +5.5% | +2.6% | +1.9% |
| YTD | -29.3% | +16.1% | -45.4% | -40.1% |
| 1Y | -28.8% | +20.3% | -49.1% | -42.1% |
| 3Y | -7.5% | +90.4% | -97.9% | -55.7% |
| 5Y | -23.1% | +93.5% | -116.5% | -64.3% |
| 10Y | +63.7% | +161.5% | -97.8% | -48.6% |
| All | +1,133.5% | +249.2% | +884.3% | +233.7% |
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