-36.9%
HDB vs DG
+17.9%
-54.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | -4.9% | -4.8% | 0.0% | -4.0% |
| 30D | -5.8% | +1.8% | -7.6% | -6.2% |
| 3M | -5.2% | +14.5% | -19.7% | -7.7% |
| 6M | -25.7% | -13.6% | -12.2% | -25.5% |
| YTD | -39.6% | -4.8% | -34.7% | -40.0% |
| 1Y | -36.9% | +21.6% | -58.5% | -39.4% |
| All | -36.9% | +17.9% | -54.8% | -39.4% |
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