+8.2%
HD vs D
+14.9%
-6.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.4% |
| 30D | +21.6% | +10.7% | +10.9% | +17.5% |
| 3M | +0.1% | +2.3% | -2.2% | -0.7% |
| 6M | +13.0% | +12.5% | +0.5% | +8.5% |
| YTD | +4.9% | +20.1% | -15.2% | -1.6% |
| 1Y | -2.1% | +15.6% | -17.6% | -7.0% |
| 3Y | +32.6% | +75.2% | -42.6% | +7.7% |
| 5Y | +8.2% | +14.6% | -6.4% | +5.9% |
| All | +8.2% | +14.9% | -6.6% | +5.9% |
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 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