+66.7%
HDB vs DD
+97.1%
-30.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +2.7% | +5.0% | -2.2% | +1.1% |
| 30D | +14.1% | +19.7% | -5.6% | +7.2% |
| 3M | +11.8% | +7.2% | +4.6% | +8.8% |
| 6M | +8.2% | +1.0% | +7.1% | +7.1% |
| YTD | -29.3% | +29.1% | -58.4% | -36.1% |
| 1Y | -28.8% | +28.5% | -57.3% | -35.6% |
| 3Y | -7.5% | +89.4% | -96.9% | -30.0% |
| 5Y | -23.1% | +67.1% | -90.2% | -40.0% |
| All | +66.7% | +97.1% | -30.4% | +1.1% |
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