-37.8%
HDB vs EME
+544.7%
-582.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.5% |
| 7D | -4.9% | +2.7% | -7.6% | -5.2% |
| 30D | -5.8% | -6.8% | +1.0% | -5.1% |
| 3M | -5.2% | -8.8% | +3.6% | -4.4% |
| 6M | -25.7% | +5.0% | -30.7% | -26.8% |
| YTD | -39.6% | +23.5% | -63.1% | -42.1% |
| 1Y | -36.9% | +21.3% | -58.2% | -39.9% |
| 3Y | -29.7% | +241.1% | -270.8% | -50.7% |
| 5Y | -37.8% | +549.2% | -586.9% | -67.5% |
| All | -37.8% | +544.7% | -582.5% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling