-37.8%
HDB vs DOV
+16.3%
-54.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | -5.8% | -8.6% | +2.8% | -3.0% |
| 3M | -5.2% | -13.1% | +7.9% | -0.9% |
| 6M | -25.7% | -8.8% | -16.9% | -23.8% |
| YTD | -39.6% | -1.2% | -38.3% | -39.8% |
| 1Y | -36.9% | +10.7% | -47.6% | -39.8% |
| 3Y | -29.7% | +39.3% | -69.0% | -41.5% |
| 5Y | -37.8% | +16.4% | -54.2% | -44.6% |
| All | -37.8% | +16.3% | -54.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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