+3,585.8%
HDB vs DGX
+812.3%
+2,773.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -4.9% | -2.2% | -2.7% | -4.1% |
| 30D | -5.8% | -0.9% | -4.9% | -5.6% |
| 3M | -5.2% | +15.6% | -20.8% | -10.4% |
| 6M | -25.7% | +17.8% | -43.5% | -30.4% |
| YTD | -39.6% | +37.5% | -77.0% | -46.8% |
| 1Y | -36.9% | +31.2% | -68.1% | -43.6% |
| 3Y | -29.7% | +96.6% | -126.3% | -47.3% |
| 5Y | -37.8% | +64.9% | -102.7% | -50.9% |
| 10Y | +33.7% | +254.6% | -220.9% | -27.0% |
| All | +3,585.8% | +812.3% | +2,773.5% | +1,353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling