+65.7%
DIA vs HD
+10.1%
+55.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | -1.5% | -8.4% | +6.9% | +1.8% |
| 3M | +3.8% | +4.3% | -0.6% | +1.6% |
| 6M | +10.3% | -11.1% | +21.4% | +14.9% |
| YTD | +12.1% | -4.7% | +16.8% | +13.3% |
| 1Y | +18.6% | -19.8% | +38.5% | +28.4% |
| 3Y | +60.6% | +4.1% | +56.5% | +53.8% |
| All | +65.7% | +10.1% | +55.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling