-1.9%
HD vs D
+16.2%
-18.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.3% |
| 30D | +21.6% | +10.7% | +10.9% | +17.2% |
| 3M | +0.1% | +2.3% | -2.2% | -1.2% |
| 6M | +13.0% | +12.5% | +0.5% | +8.9% |
| YTD | +4.9% | +20.1% | -15.2% | -0.4% |
| All | -1.9% | +16.2% | -18.1% | -6.5% |
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