+5.8%
HD vs D
+12.5%
-6.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.3% |
| 7D | +4.3% | +3.0% | +1.4% | +3.3% |
| 30D | +20.2% | +11.5% | +8.7% | +15.9% |
| 3M | -1.0% | +3.7% | -4.7% | -2.2% |
| 6M | +7.9% | +13.5% | -5.6% | +3.2% |
| YTD | +2.0% | +20.7% | -18.7% | -4.5% |
| 1Y | -4.3% | +18.2% | -22.5% | -9.9% |
| 3Y | +25.9% | +73.3% | -47.4% | +2.7% |
| All | +5.8% | +12.5% | -6.7% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling