-22.2%
HDB vs DD
+70.0%
-92.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | +12.7% | +2.2% | +10.5% | +12.0% |
| 30D | +16.6% | +20.7% | -4.1% | +10.7% |
| 3M | +10.8% | +11.3% | -0.5% | +7.4% |
| 6M | +3.8% | +6.0% | -2.1% | +1.8% |
| YTD | -28.9% | +31.7% | -60.6% | -34.6% |
| 1Y | -28.0% | +32.2% | -60.2% | -33.9% |
| 3Y | -7.2% | +92.7% | -99.8% | -27.0% |
| 5Y | -22.2% | +72.1% | -94.4% | -35.6% |
| All | -22.2% | +70.0% | -92.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling