+1,006.9%
HDB vs EFV
+258.8%
+748.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.4% | +1.5% | -1.1% | -1.2% |
| 30D | -2.8% | +1.7% | -4.6% | -4.6% |
| 3M | -3.5% | +8.6% | -12.2% | -11.9% |
| 6M | -24.7% | +11.7% | -36.4% | -33.3% |
| YTD | -36.6% | +19.3% | -55.8% | -47.8% |
| 1Y | -34.4% | +30.2% | -64.6% | -51.1% |
| 3Y | -24.4% | +91.6% | -116.0% | -64.0% |
| 5Y | -35.4% | +96.4% | -131.7% | -70.4% |
| 10Y | +39.5% | +166.5% | -126.9% | -57.1% |
| All | +1,006.9% | +258.8% | +748.1% | +190.9% |
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