+64.9%
HDB vs DD
+99.0%
-34.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +6.9% | +3.2% | +3.7% | +5.7% |
| 30D | +15.2% | +20.3% | -5.0% | +8.0% |
| 3M | +11.7% | +8.2% | +3.6% | +8.4% |
| 6M | +7.5% | +3.4% | +4.1% | +5.6% |
| YTD | -28.8% | +30.6% | -59.4% | -35.9% |
| 1Y | -29.1% | +30.6% | -59.8% | -36.2% |
| 3Y | -7.0% | +91.1% | -98.1% | -29.9% |
| 5Y | -22.1% | +68.6% | -90.6% | -39.4% |
| 10Y | +64.9% | +99.9% | -35.0% | -1.4% |
| All | +64.9% | +99.0% | -34.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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