-19.8%
HD vs D
+15.7%
-35.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -8.4% | -3.6% | -4.9% | -7.5% |
| 3M | +4.3% | -1.0% | +5.3% | +4.7% |
| 6M | -11.1% | +6.3% | -17.4% | -12.4% |
| YTD | -4.7% | +14.7% | -19.4% | -7.4% |
| 1Y | -19.8% | +16.9% | -36.7% | -22.5% |
| All | -19.8% | +15.7% | -35.5% | -22.5% |
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