-4.6%
HD vs D
+23.9%
-28.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.4% | +2.1% | +4.7% |
| 7D | +11.9% | +8.5% | +3.4% | +8.6% |
| 30D | +26.4% | +14.3% | +12.1% | +20.6% |
| 3M | +2.8% | +1.8% | +1.0% | +1.4% |
| 6M | +15.5% | +13.0% | +2.4% | +10.9% |
| YTD | +5.5% | +22.7% | -17.2% | -0.4% |
| 1Y | -4.6% | +22.6% | -27.2% | -9.9% |
| All | -4.6% | +23.9% | -28.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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