-19.8%
HD vs DE
+49.4%
-69.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +10.0% | -12.1% | -4.0% |
| 30D | -8.4% | +13.3% | -21.7% | -10.8% |
| 3M | +4.3% | +17.5% | -13.2% | +0.5% |
| 6M | -11.1% | +13.6% | -24.7% | -14.1% |
| YTD | -4.7% | +49.8% | -54.5% | -13.9% |
| 1Y | -19.8% | +47.9% | -67.7% | -27.9% |
| All | -19.8% | +49.4% | -69.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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