+3,580.4%
DHR vs HDB
+3,812.1%
-231.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +4.0% | -2.8% | +6.8% | +4.7% |
| 3M | +11.5% | -3.5% | +15.0% | +12.1% |
| 6M | +1.9% | -24.7% | +26.6% | +8.9% |
| YTD | -8.9% | -36.6% | +27.7% | +1.5% |
| 1Y | +5.1% | -34.4% | +39.5% | +16.0% |
| 3Y | -10.3% | -24.4% | +14.1% | -6.0% |
| 5Y | -27.8% | -35.4% | +7.6% | -22.1% |
| 10Y | +203.6% | +39.5% | +164.1% | +157.6% |
| All | +3,580.4% | +3,812.1% | -231.7% | +1,387.2% |
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