+3,340.7%
DLR vs HDB
+1,672.5%
+1,668.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -3.6% | +13.3% | -16.9% | -7.8% |
| 30D | -3.5% | +13.6% | -17.0% | -7.8% |
| 3M | -8.9% | +5.8% | -14.7% | -11.0% |
| 6M | -11.6% | -1.9% | -9.7% | -11.8% |
| YTD | +14.9% | -31.2% | +46.1% | +28.8% |
| 1Y | +6.4% | -29.6% | +36.0% | +18.3% |
| 3Y | +47.3% | -10.1% | +57.4% | +46.7% |
| 5Y | +32.8% | -24.3% | +57.1% | +37.7% |
| 10Y | +169.6% | +59.3% | +110.3% | +92.7% |
| All | +3,340.7% | +1,672.5% | +1,668.2% | +895.7% |
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 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