+41.5%
HDB vs EME
+1,362.1%
-1,320.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.3% | +2.5% | +5.9% |
| 7D | +0.7% | +3.5% | -2.8% | -0.1% |
| 30D | +1.0% | -6.3% | +7.3% | +2.3% |
| 3M | -2.0% | -3.8% | +1.8% | -2.0% |
| 6M | -18.1% | +8.5% | -26.6% | -20.6% |
| YTD | -36.1% | +27.8% | -63.9% | -40.8% |
| 1Y | -34.0% | +22.2% | -56.3% | -38.9% |
| 3Y | -26.7% | +253.5% | -280.2% | -52.3% |
| 5Y | -33.9% | +578.6% | -612.5% | -66.1% |
| All | +41.5% | +1,362.1% | -1,320.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling