+20.6%
DHR vs HDB
-7.9%
+28.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +2.6% | +4.1% | -1.5% | +1.9% |
| 30D | +4.2% | +13.0% | -8.8% | +2.2% |
| 3M | +13.0% | +11.3% | +1.8% | +11.0% |
| 6M | +40.2% | +6.9% | +33.2% | +38.2% |
| YTD | +2.0% | -29.6% | +31.7% | +7.0% |
| 1Y | +6.6% | -29.5% | +36.1% | +11.7% |
| All | +20.6% | -7.9% | +28.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling