+3,652.6%
HDB vs DTE
+916.3%
+2,736.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | -2.0% | +0.9% | -2.9% | -2.6% |
| 30D | -4.9% | -1.9% | -3.0% | -3.9% |
| 3M | -2.3% | -3.3% | +1.0% | -0.7% |
| 6M | -23.7% | -7.1% | -16.6% | -20.9% |
| YTD | -38.5% | +8.1% | -46.6% | -41.7% |
| 1Y | -36.5% | +5.3% | -41.7% | -39.0% |
| 3Y | -28.5% | +48.2% | -76.6% | -44.9% |
| 5Y | -37.4% | +33.2% | -70.6% | -50.0% |
| 10Y | +34.0% | +137.5% | -103.5% | -32.1% |
| All | +3,652.6% | +916.3% | +2,736.3% | +670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling