+583.4%
DG vs HBM
+93.1%
+490.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +8.4% | -6.4% | +14.7% | +8.8% |
| 30D | +4.9% | +5.9% | -1.0% | +4.5% |
| 3M | +29.3% | -8.9% | +38.2% | +29.5% |
| 6M | -11.3% | +10.7% | -21.9% | -12.5% |
| YTD | +1.8% | +38.3% | -36.5% | -1.1% |
| 1Y | +25.3% | +121.3% | -96.0% | +18.2% |
| 3Y | +9.1% | +450.6% | -441.5% | -4.0% |
| 5Y | -34.9% | +338.0% | -372.9% | -43.0% |
| 10Y | +108.2% | +578.6% | -470.5% | +68.3% |
| All | +583.4% | +93.1% | +490.3% | +472.2% |
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