+10.3%
DIA vs HD
-10.4%
+20.7%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | -0.2% | -2.1% | +1.9% | +0.4% |
| 30D | -1.5% | -8.4% | +6.9% | +1.1% |
| 3M | +3.8% | +4.3% | -0.6% | +1.7% |
| 6M | +10.3% | -11.1% | +21.4% | +17.5% |
| All | +10.3% | -10.4% | +20.7% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling