+594.0%
DG vs HBM
+52.2%
+541.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -2.5% | +5.1% | -7.5% | -2.7% |
| 30D | +7.7% | -15.8% | +23.5% | +8.6% |
| 3M | +13.1% | -22.4% | +35.5% | +14.4% |
| 6M | +32.0% | -20.2% | +52.3% | +32.8% |
| YTD | +3.3% | +9.0% | -5.7% | +1.6% |
| 1Y | +31.7% | +27.4% | +4.3% | +28.1% |
| 3Y | +21.7% | +424.2% | -402.6% | +7.2% |
| 5Y | -34.7% | +196.1% | -230.9% | -41.6% |
| 10Y | +106.7% | +285.4% | -178.7% | +72.2% |
| All | +594.0% | +52.2% | +541.8% | +487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling