+1,922.7%
DHI vs HDB
+3,626.5%
-1,703.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -2.3% | -4.9% | +2.5% | -0.3% |
| 30D | -5.3% | -5.8% | +0.6% | -2.9% |
| 3M | -7.8% | -5.2% | -2.6% | -6.0% |
| 6M | -5.4% | -25.7% | +20.3% | +6.3% |
| YTD | -2.7% | -39.6% | +36.9% | +18.7% |
| 1Y | -21.0% | -36.9% | +16.0% | -5.5% |
| 3Y | +22.2% | -29.7% | +51.9% | +36.2% |
| 5Y | +62.2% | -37.8% | +99.9% | +86.4% |
| 10Y | +414.3% | +33.7% | +380.6% | +296.5% |
| All | +1,922.7% | +3,626.5% | -1,703.8% | +431.0% |
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