+250.2%
DIA vs HD
+211.5%
+38.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.0% |
| 7D | -0.2% | -2.1% | +1.9% | +0.8% |
| 30D | -1.5% | -8.4% | +6.9% | +2.8% |
| 3M | +3.8% | +4.3% | -0.6% | +1.0% |
| 6M | +10.3% | -11.1% | +21.4% | +16.1% |
| YTD | +12.1% | -4.7% | +16.8% | +13.5% |
| 1Y | +18.6% | -19.8% | +38.5% | +30.9% |
| 3Y | +60.6% | +4.1% | +56.5% | +51.5% |
| 5Y | +64.4% | +10.3% | +54.1% | +45.7% |
| All | +250.2% | +211.5% | +38.7% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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