+173.7%
VEA vs HDB
+506.5%
-332.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | +1.9% | -2.8% | +4.8% | +2.9% |
| 3M | +3.2% | -3.5% | +6.8% | +4.0% |
| 6M | +10.2% | -24.7% | +34.9% | +21.2% |
| YTD | +18.9% | -36.6% | +55.5% | +38.9% |
| 1Y | +29.3% | -34.4% | +63.7% | +48.9% |
| 3Y | +76.8% | -24.4% | +101.2% | +88.9% |
| 5Y | +61.2% | -35.4% | +96.6% | +78.9% |
| 10Y | +163.3% | +39.5% | +123.8% | +101.4% |
| All | +173.7% | +506.5% | -332.8% | -10.3% |
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