+348.3%
HDB vs DG
+617.0%
-268.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +4.1% | -2.5% | +6.5% | +4.5% |
| 30D | +13.0% | +7.7% | +5.3% | +11.5% |
| 3M | +11.3% | +13.1% | -1.9% | +8.9% |
| 6M | +6.9% | +32.0% | -25.1% | +2.0% |
| YTD | -29.6% | +3.3% | -33.0% | -30.5% |
| 1Y | -29.5% | +31.7% | -61.2% | -33.1% |
| 3Y | -8.1% | +21.7% | -29.8% | -14.3% |
| 5Y | -23.4% | -34.7% | +11.3% | -20.9% |
| 10Y | +62.9% | +106.7% | -43.8% | +31.4% |
| All | +348.3% | +617.0% | -268.7% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling