-26.7%
HDB vs DGX
+96.4%
-123.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.7% | +5.2% | +6.7% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | +1.0% | -1.2% | +2.2% | +1.1% |
| 3M | -2.0% | +15.8% | -17.7% | -3.7% |
| 6M | -18.1% | +18.2% | -36.3% | -19.8% |
| YTD | -36.1% | +37.2% | -73.3% | -38.4% |
| 1Y | -34.0% | +30.4% | -64.4% | -36.1% |
| 3Y | -26.7% | +96.7% | -123.4% | -33.0% |
| All | -26.7% | +96.4% | -123.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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