-29.1%
HDB vs DD
+30.9%
-60.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +6.9% | +3.2% | +3.7% | +6.2% |
| 30D | +15.2% | +20.3% | -5.0% | +10.8% |
| 3M | +11.7% | +8.2% | +3.6% | +9.7% |
| 6M | +7.5% | +3.4% | +4.1% | +6.5% |
| YTD | -28.8% | +30.6% | -59.4% | -28.9% |
| 1Y | -29.1% | +30.6% | -59.8% | -29.1% |
| All | -29.1% | +30.9% | -60.0% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling