-36.6%
HDB vs DG
-37.9%
+1.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.6% |
| 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% | -4.1% |
| 6M | -23.7% | -11.7% | -12.0% | -23.2% |
| YTD | -38.5% | -2.3% | -36.2% | -38.6% |
| 1Y | -36.5% | +20.0% | -56.5% | -37.8% |
| 3Y | -28.5% | +7.2% | -35.7% | -30.0% |
| All | -36.6% | -37.9% | +1.3% | -35.5% |
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