-28.5%
HDB vs DD
+47.1%
-75.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -4.9% | -7.4% | +2.6% | -3.8% |
| 3M | -2.3% | -6.4% | +4.1% | -1.4% |
| 6M | -23.7% | -2.5% | -21.2% | -23.6% |
| YTD | -38.5% | +10.2% | -48.7% | -39.3% |
| 1Y | -36.5% | +36.9% | -73.4% | -39.4% |
| 3Y | -28.5% | +47.0% | -75.5% | -33.5% |
| All | -28.5% | +47.1% | -75.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling