+35.3%
DLR vs HDB
-37.8%
+73.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | -2.2% | -4.9% | +2.6% | -1.2% |
| 3M | +4.7% | -2.3% | +7.0% | +4.7% |
| 6M | +9.0% | -23.7% | +32.7% | +15.3% |
| YTD | +24.1% | -38.5% | +62.6% | +38.0% |
| 1Y | +20.9% | -36.5% | +57.4% | +33.3% |
| 3Y | +60.0% | -28.5% | +88.5% | +68.1% |
| 5Y | +35.3% | -37.4% | +72.7% | +41.7% |
| All | +35.3% | -37.8% | +73.1% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling