+221.8%
DVN vs HDB
+3,812.1%
-3,590.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +14.2% | -2.8% | +17.0% | +15.1% |
| 3M | +5.2% | -3.5% | +8.8% | +5.7% |
| 6M | +11.9% | -24.7% | +36.6% | +20.5% |
| YTD | +32.8% | -36.6% | +69.4% | +51.2% |
| 1Y | +38.6% | -34.4% | +73.0% | +55.7% |
| 3Y | +0.5% | -24.4% | +24.9% | +5.3% |
| 5Y | +111.0% | -35.4% | +146.4% | +128.8% |
| 10Y | +56.1% | +39.5% | +16.6% | +27.8% |
| All | +221.8% | +3,812.1% | -3,590.4% | +63.7% |
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