-34.4%
HDB vs DG
+23.4%
-57.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.4% | +8.4% | -8.0% | -1.0% |
| 30D | -2.8% | +4.9% | -7.7% | -3.7% |
| 3M | -3.5% | +29.3% | -32.9% | -8.2% |
| 6M | -24.7% | -11.3% | -13.5% | -25.2% |
| YTD | -36.6% | +1.8% | -38.3% | -37.8% |
| 1Y | -34.4% | +25.3% | -59.7% | -37.2% |
| All | -34.4% | +23.4% | -57.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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