+205.5%
HD vs D
+35.0%
+170.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | +1.5% | -3.5% | -2.6% |
| 30D | -8.4% | -2.6% | -5.8% | -7.5% |
| 3M | +4.3% | 0.0% | +4.3% | +4.3% |
| 6M | -11.1% | +7.4% | -18.5% | -13.9% |
| YTD | -4.7% | +15.9% | -20.5% | -10.5% |
| 1Y | -19.8% | +18.1% | -37.9% | -25.4% |
| 3Y | +4.1% | +58.4% | -54.3% | -15.7% |
| 5Y | +10.3% | +5.2% | +5.1% | +5.3% |
| All | +205.5% | +35.0% | +170.5% | +176.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling