+3,652.6%
HDB vs EME
+7,730.0%
-4,077.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -4.1% |
| 7D | -2.0% | +5.2% | -7.2% | -4.2% |
| 30D | -4.9% | -5.4% | +0.5% | -3.1% |
| 3M | -2.3% | -6.1% | +3.8% | -1.9% |
| 6M | -23.7% | +9.7% | -33.4% | -28.9% |
| YTD | -38.5% | +26.6% | -65.1% | -46.7% |
| 1Y | -36.5% | +24.6% | -61.1% | -45.9% |
| 3Y | -28.5% | +249.6% | -278.0% | -65.5% |
| 5Y | -37.4% | +556.6% | -593.9% | -78.6% |
| 10Y | +34.0% | +1,286.6% | -1,252.6% | -72.4% |
| All | +3,652.6% | +7,730.0% | -4,077.4% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling