+3,769.4%
HDB vs DD
+338.5%
+3,430.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.4% | -3.5% | +3.9% | +2.1% |
| 30D | -2.8% | -10.3% | +7.5% | +2.0% |
| 3M | -3.5% | -7.5% | +4.0% | -0.5% |
| 6M | -24.7% | -8.0% | -16.7% | -22.5% |
| YTD | -36.6% | +10.5% | -47.0% | -40.4% |
| 1Y | -34.4% | +38.3% | -72.6% | -45.0% |
| 3Y | -24.4% | +42.5% | -66.9% | -40.4% |
| 5Y | -35.4% | +60.2% | -95.5% | -53.2% |
| 10Y | +39.5% | +68.9% | -29.3% | -12.0% |
| All | +3,769.4% | +338.5% | +3,430.9% | +1,188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling