+117.6%
DT vs HDB
-12.9%
+130.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | +2.0% | -2.8% | +4.9% | +2.9% |
| 3M | +20.0% | -3.5% | +23.5% | +20.8% |
| 6M | +39.3% | -24.7% | +64.0% | +52.5% |
| YTD | +19.8% | -36.6% | +56.3% | +39.2% |
| 1Y | +4.3% | -34.4% | +38.7% | +19.3% |
| 3Y | +7.7% | -24.4% | +32.1% | +13.7% |
| 5Y | -26.8% | -35.4% | +8.5% | -19.6% |
| All | +117.6% | -12.9% | +130.5% | +124.9% |
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