+215.7%
IEFA vs HDB
+172.4%
+43.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.7% |
| 30D | -0.6% | -4.9% | +4.3% | +0.8% |
| 3M | +6.2% | -2.3% | +8.5% | +6.5% |
| 6M | +11.2% | -23.7% | +34.9% | +19.4% |
| YTD | +14.2% | -38.5% | +52.6% | +30.1% |
| 1Y | +20.0% | -36.5% | +56.5% | +35.3% |
| 3Y | +68.8% | -28.5% | +97.2% | +80.9% |
| 5Y | +52.7% | -37.4% | +90.0% | +67.3% |
| 10Y | +144.2% | +34.0% | +110.2% | +104.9% |
| All | +215.7% | +172.4% | +43.3% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling