+516.7%
DGX vs HBM
+654.4%
-137.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -1.1% |
| 7D | -0.3% | +7.4% | -7.7% | -0.8% |
| 30D | -1.2% | +5.1% | -6.3% | -1.6% |
| 3M | +19.9% | +11.1% | +8.8% | +18.5% |
| 6M | +19.2% | +30.2% | -11.0% | +15.8% |
| YTD | +37.5% | +46.2% | -8.7% | +31.9% |
| 1Y | +31.3% | +120.0% | -88.8% | +21.7% |
| 3Y | +96.6% | +527.4% | -430.8% | +64.2% |
| 5Y | +64.3% | +400.4% | -336.1% | +36.1% |
| 10Y | +241.1% | +621.5% | -380.4% | +148.2% |
| All | +516.7% | +654.4% | -137.7% | +310.3% |
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 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