+591.6%
DG vs HBM
+50.5%
+541.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +0.3% | +2.2% | -2.0% | +0.1% |
| 30D | +3.2% | -11.8% | +15.0% | +3.9% |
| 3M | +10.4% | -19.2% | +29.6% | +11.5% |
| 6M | +33.2% | -22.9% | +56.1% | +34.2% |
| YTD | +3.0% | +7.8% | -4.8% | +1.3% |
| 1Y | +31.2% | +34.9% | -3.7% | +27.3% |
| 3Y | +21.8% | +422.2% | -400.4% | +7.3% |
| 5Y | -35.0% | +192.8% | -227.8% | -41.8% |
| 10Y | +106.0% | +281.1% | -175.1% | +71.7% |
| All | +591.6% | +50.5% | +541.1% | +486.2% |
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