+248.1%
DGX vs HBM
+619.2%
-371.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -0.9% | -3.3% | +2.4% | -0.7% |
| 30D | -1.2% | -4.8% | +3.7% | -0.9% |
| 3M | +15.8% | -0.4% | +16.2% | +15.5% |
| 6M | +18.2% | +17.9% | +0.3% | +15.9% |
| YTD | +37.2% | +33.7% | +3.5% | +33.0% |
| 1Y | +30.4% | +95.6% | -65.2% | +22.7% |
| 3Y | +96.7% | +458.1% | -361.4% | +68.1% |
| 5Y | +67.2% | +329.0% | -261.8% | +42.1% |
| All | +248.1% | +619.2% | -371.0% | +140.3% |
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