-28.5%
HDB vs DG
+10.3%
-38.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.7% |
| 7D | -2.0% | -2.5% | +0.4% | -1.8% |
| 30D | -4.9% | +1.0% | -5.9% | -5.0% |
| 3M | -2.3% | +20.3% | -22.6% | -3.8% |
| 6M | -23.7% | -11.7% | -12.0% | -23.6% |
| YTD | -38.5% | -2.3% | -36.2% | -38.7% |
| 1Y | -36.5% | +20.0% | -56.5% | -37.5% |
| 3Y | -28.5% | +7.2% | -35.7% | -29.2% |
| All | -28.5% | +10.3% | -38.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling