+3,595.7%
DLR vs HDB
+1,534.4%
+2,061.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | -3.4% | -2.8% | -0.5% | -2.5% |
| 3M | +0.5% | -3.5% | +4.0% | +1.2% |
| 6M | +4.6% | -24.7% | +29.3% | +14.2% |
| YTD | +23.4% | -36.6% | +60.0% | +42.7% |
| 1Y | +19.0% | -34.4% | +53.4% | +35.8% |
| 3Y | +56.5% | -24.4% | +80.9% | +66.0% |
| 5Y | +33.3% | -35.4% | +68.7% | +46.4% |
| 10Y | +165.1% | +39.5% | +125.6% | +99.3% |
| All | +3,595.7% | +1,534.4% | +2,061.3% | +1,003.1% |
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