+1,081.8%
DIA vs HD
+2,952.1%
-1,870.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.3% |
| 7D | -0.9% | +4.3% | -5.3% | -2.7% |
| 30D | +0.3% | +20.2% | -19.9% | -7.0% |
| 3M | -4.5% | -1.0% | -3.5% | -4.5% |
| 6M | +3.4% | +7.9% | -4.6% | -0.5% |
| YTD | +7.8% | +2.0% | +5.8% | +5.8% |
| 1Y | +10.7% | -4.3% | +15.0% | +11.3% |
| 3Y | +57.5% | +25.9% | +31.6% | +40.2% |
| 5Y | +53.7% | +5.8% | +47.9% | +44.3% |
| 10Y | +247.2% | +262.5% | -15.3% | +100.8% |
| All | +1,081.8% | +2,952.1% | -1,870.3% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling