+50.1%
IEFA vs HDB
-38.6%
+88.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.4% | -6.2% | +3.8% | -0.7% |
| 30D | -2.1% | -6.2% | +4.1% | -0.4% |
| 3M | +5.5% | -5.9% | +11.4% | +6.8% |
| 6M | +8.1% | -25.9% | +34.0% | +16.8% |
| YTD | +11.9% | -40.2% | +52.1% | +28.2% |
| 1Y | +18.1% | -38.0% | +56.1% | +33.6% |
| 3Y | +65.5% | -30.5% | +95.9% | +78.4% |
| 5Y | +50.1% | -38.1% | +88.2% | +62.1% |
| All | +50.1% | -38.6% | +88.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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