-36.9%
HDB vs DD
+33.7%
-70.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -4.9% | -3.8% | -1.1% | -4.3% |
| 30D | -5.8% | -9.2% | +3.4% | -4.4% |
| 3M | -5.2% | -9.0% | +3.8% | -3.9% |
| 6M | -25.7% | -5.0% | -20.7% | -25.3% |
| YTD | -39.6% | +7.4% | -47.0% | -38.6% |
| 1Y | -36.9% | +35.1% | -72.0% | -36.6% |
| All | -36.9% | +33.7% | -70.6% | -36.6% |
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