+4,096.6%
HDB vs DAR
+7,070.0%
-2,973.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +13.3% | -9.9% | +23.3% | +15.4% |
| 30D | +13.6% | -16.4% | +29.9% | +17.0% |
| 3M | +5.8% | -17.1% | +22.8% | +8.9% |
| 6M | -1.9% | -20.5% | +18.6% | +1.4% |
| YTD | -31.2% | +39.4% | -70.6% | -36.0% |
| 1Y | -29.6% | +57.2% | -86.8% | -36.0% |
| 3Y | -10.1% | +13.9% | -24.0% | -16.2% |
| 5Y | -24.3% | -40.8% | +16.5% | -22.2% |
| 10Y | +59.3% | +276.2% | -217.0% | +12.9% |
| All | +4,096.6% | +7,070.0% | -2,973.4% | +2,619.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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