+33,321.4%
HD vs DD
+1,082.4%
+32,239.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +4.3% | +4.6% | -0.3% | +2.3% |
| 30D | +20.2% | +11.8% | +8.4% | +15.0% |
| 3M | -1.0% | +2.2% | -3.2% | -2.2% |
| 6M | +7.9% | -1.6% | +9.5% | +7.6% |
| YTD | +2.0% | +23.0% | -21.0% | -6.7% |
| 1Y | -4.3% | +26.9% | -31.2% | -13.5% |
| 3Y | +25.9% | +77.9% | -52.0% | -2.1% |
| 5Y | +5.8% | +59.9% | -54.1% | -15.8% |
| 10Y | +262.5% | +90.1% | +172.5% | +152.3% |
| All | +33,321.4% | +1,082.4% | +32,239.0% | +8,791.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 all: compounded portfolio wealth divided by compounded DD 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…
all analysis · Full analysis span regression · 6 months rolling