+67.9%
HDB vs DG
+110.2%
-42.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +6.9% | -3.0% | +9.9% | +7.4% |
| 30D | +15.2% | +8.6% | +6.6% | +13.8% |
| 3M | +11.7% | +15.0% | -3.3% | +9.4% |
| 6M | +7.5% | +32.7% | -25.2% | +3.0% |
| YTD | -28.8% | +5.5% | -34.3% | -29.8% |
| 1Y | -29.1% | +34.6% | -63.7% | -32.4% |
| 3Y | -7.0% | +24.2% | -31.3% | -12.6% |
| 5Y | -22.1% | -32.3% | +10.2% | -19.4% |
| All | +67.9% | +110.2% | -42.3% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling