-28.1%
DT vs HDB
-37.8%
+9.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.1% |
| 7D | -4.9% | -2.0% | -2.8% | -4.2% |
| 30D | +2.7% | -4.9% | +7.6% | +4.3% |
| 3M | +20.0% | -2.3% | +22.3% | +20.0% |
| 6M | +28.0% | -23.7% | +51.7% | +39.4% |
| YTD | +16.0% | -38.5% | +54.5% | +36.5% |
| 1Y | +0.7% | -36.5% | +37.2% | +16.6% |
| 3Y | +6.2% | -28.5% | +34.6% | +13.8% |
| 5Y | -28.1% | -37.4% | +9.2% | -19.4% |
| All | -28.1% | -37.8% | +9.6% | -19.4% |
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