+101.5%
DG vs HBM
+285.4%
-184.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -2.5% | +5.1% | -7.5% | -2.8% |
| 30D | +7.7% | -15.8% | +23.5% | +8.6% |
| 3M | +13.1% | -22.4% | +35.5% | +14.5% |
| 6M | +32.0% | -20.2% | +52.3% | +32.8% |
| YTD | +3.3% | +9.0% | -5.7% | +1.4% |
| 1Y | +31.7% | +27.4% | +4.3% | +27.8% |
| 3Y | +21.7% | +424.2% | -402.6% | +6.0% |
| 5Y | -34.7% | +196.1% | -230.9% | -42.2% |
| All | +101.5% | +285.4% | -184.0% | +57.3% |
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