+235.3%
DIA vs HDB
+62.8%
+172.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +1.6% | +4.1% | -2.5% | +0.5% |
| 30D | +1.2% | +13.0% | -11.7% | -2.2% |
| 3M | -2.4% | +11.3% | -13.7% | -5.5% |
| 6M | +5.7% | +6.9% | -1.3% | +3.0% |
| YTD | +9.9% | -29.6% | +39.6% | +20.0% |
| 1Y | +9.8% | -29.5% | +39.3% | +19.7% |
| 3Y | +59.8% | -8.1% | +67.9% | +58.2% |
| 5Y | +57.7% | -23.4% | +81.1% | +61.9% |
| All | +235.3% | +62.8% | +172.5% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling