-38.1%
HDB vs DTE
+31.2%
-69.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -6.2% | -2.0% | -4.2% | -5.7% |
| 30D | -6.2% | -2.4% | -3.8% | -5.7% |
| 3M | -5.9% | -7.3% | +1.4% | -4.2% |
| 6M | -25.9% | -7.6% | -18.3% | -24.6% |
| YTD | -40.2% | +5.8% | -46.0% | -41.3% |
| 1Y | -38.0% | +2.3% | -40.3% | -38.6% |
| 3Y | -30.5% | +45.0% | -75.5% | -37.5% |
| 5Y | -38.1% | +33.2% | -71.3% | -42.7% |
| All | -38.1% | +31.2% | -69.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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