+171.8%
DLR vs HDB
+32.9%
+138.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -1.3% | -6.2% | +4.9% | +0.2% |
| 30D | -2.9% | -6.2% | +3.4% | -1.5% |
| 3M | +3.2% | -5.9% | +9.1% | +4.2% |
| 6M | +3.9% | -25.9% | +29.8% | +10.7% |
| YTD | +21.4% | -40.2% | +61.7% | +35.9% |
| 1Y | +9.7% | -38.0% | +47.7% | +21.6% |
| 3Y | +56.5% | -30.5% | +87.0% | +66.3% |
| 5Y | +41.5% | -38.1% | +79.6% | +52.3% |
| All | +171.8% | +32.9% | +138.8% | +126.7% |
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