+60.0%
DLR vs HDB
-27.8%
+87.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | +3.4% | -2.0% | +5.4% | +3.7% |
| 30D | -2.2% | -4.9% | +2.6% | -1.5% |
| 3M | +4.7% | -2.3% | +7.0% | +4.6% |
| 6M | +9.0% | -23.7% | +32.7% | +13.1% |
| YTD | +24.1% | -38.5% | +62.6% | +33.2% |
| 1Y | +20.9% | -36.5% | +57.4% | +29.0% |
| 3Y | +60.0% | -28.5% | +88.5% | +61.4% |
| All | +60.0% | -27.8% | +87.8% | +61.4% |
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