+98.2%
DG vs HBM
+619.2%
-521.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -6.5% | -3.3% | -3.2% | -6.3% |
| 30D | +4.2% | -4.8% | +9.0% | +4.4% |
| 3M | +9.5% | -0.4% | +9.9% | +9.1% |
| 6M | -13.1% | +17.9% | -31.0% | -14.8% |
| YTD | -4.8% | +33.7% | -38.6% | -7.6% |
| 1Y | +20.6% | +95.6% | -75.0% | +14.0% |
| 3Y | +4.9% | +458.1% | -453.2% | -9.0% |
| 5Y | -37.9% | +329.0% | -366.9% | -46.3% |
| All | +98.2% | +619.2% | -521.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling