+3,457.3%
DLR vs HDB
+1,719.8%
+1,737.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.5% |
| 7D | +2.4% | +13.7% | -11.3% | -2.1% |
| 30D | +0.7% | +15.8% | -15.1% | -4.4% |
| 3M | -6.4% | +9.2% | -15.7% | -9.6% |
| 6M | -6.5% | +3.2% | -9.7% | -8.4% |
| YTD | +18.8% | -29.4% | +48.2% | +32.0% |
| 1Y | +9.0% | -27.9% | +37.0% | +20.3% |
| 3Y | +54.5% | -5.9% | +60.4% | +51.5% |
| 5Y | +35.8% | -23.5% | +59.3% | +40.3% |
| 10Y | +177.5% | +61.3% | +116.1% | +97.7% |
| All | +3,457.3% | +1,719.8% | +1,737.5% | +920.2% |
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