+112.2%
DT vs HDB
-17.0%
+129.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -0.5% | -4.9% | +4.3% | +1.2% |
| 30D | +0.1% | -5.8% | +5.9% | +2.0% |
| 3M | +24.1% | -5.2% | +29.3% | +25.6% |
| 6M | +30.1% | -25.7% | +55.8% | +43.1% |
| YTD | +16.8% | -39.6% | +56.3% | +38.0% |
| 1Y | -0.1% | -36.9% | +36.8% | +15.9% |
| 3Y | +6.8% | -29.7% | +36.6% | +15.9% |
| 5Y | -28.4% | -37.8% | +9.4% | -20.2% |
| All | +112.2% | -17.0% | +129.1% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling