+17.5%
DIA vs HD
-22.9%
+40.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +0.1% | -1.2% | +1.2% | +0.4% |
| 30D | -2.1% | -11.1% | +9.1% | +1.1% |
| 3M | +4.2% | +2.0% | +2.1% | +3.3% |
| 6M | +11.9% | -10.5% | +22.3% | +14.6% |
| YTD | +10.8% | -6.9% | +17.7% | +12.4% |
| 1Y | +17.5% | -23.2% | +40.7% | +24.3% |
| All | +17.5% | -22.9% | +40.4% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling