-37.8%
HDB vs VEU
+56.2%
-93.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -4.9% | +0.3% | -5.2% | -5.1% |
| 30D | -5.8% | +0.7% | -6.5% | -6.4% |
| 3M | -5.2% | +4.7% | -9.9% | -8.7% |
| 6M | -25.7% | +11.6% | -37.3% | -32.0% |
| YTD | -39.6% | +16.8% | -56.4% | -46.8% |
| 1Y | -36.9% | +24.9% | -61.8% | -47.4% |
| 3Y | -29.7% | +75.7% | -105.5% | -56.8% |
| 5Y | -37.8% | +56.1% | -93.9% | -55.3% |
| All | -37.8% | +56.2% | -93.9% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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