-22.5%
HDB vs DG
-32.7%
+10.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +6.9% | -3.0% | +9.9% | +7.3% |
| 30D | +15.2% | +8.6% | +6.6% | +14.2% |
| 3M | +11.7% | +15.0% | -3.3% | +10.0% |
| 6M | +7.5% | +32.7% | -25.2% | +4.3% |
| YTD | -28.8% | +5.5% | -34.3% | -29.6% |
| 1Y | -29.1% | +34.6% | -63.7% | -31.4% |
| 3Y | -7.0% | +24.2% | -31.3% | -10.6% |
| All | -22.5% | -32.7% | +10.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling