-22.9%
DHI vs HDB
-33.5%
+10.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | -0.6% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -5.4% | +1.0% | -6.4% | -5.8% |
| 3M | -10.4% | -2.0% | -8.5% | -10.0% |
| 6M | -2.8% | -18.1% | +15.3% | +0.9% |
| YTD | -3.4% | -36.1% | +32.7% | +0.6% |
| 1Y | -22.9% | -34.0% | +11.1% | -19.8% |
| All | -22.9% | -33.5% | +10.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling