+292.0%
HDB vs DG
+577.8%
-285.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.4% |
| 7D | -2.0% | -2.5% | +0.4% | -1.7% |
| 30D | -4.9% | +1.0% | -5.9% | -5.1% |
| 3M | -2.3% | +20.3% | -22.6% | -5.3% |
| 6M | -23.7% | -11.7% | -12.0% | -22.5% |
| YTD | -38.5% | -2.3% | -36.2% | -38.6% |
| 1Y | -36.5% | +20.0% | -56.5% | -38.8% |
| 3Y | -28.5% | +7.2% | -35.7% | -31.8% |
| 5Y | -37.4% | -37.9% | +0.6% | -34.8% |
| 10Y | +34.0% | +107.3% | -73.3% | +7.9% |
| All | +292.0% | +577.8% | -285.8% | +111.6% |
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