+2.1%
HD vs DE
+75.0%
-72.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.8% | -3.0% | +1.2% | -0.9% |
| 30D | -10.8% | +11.1% | -22.0% | -13.8% |
| 3M | -2.7% | +17.6% | -20.3% | -7.7% |
| 6M | -10.3% | +13.6% | -23.9% | -14.2% |
| YTD | -7.8% | +46.3% | -54.1% | -19.5% |
| 1Y | -23.1% | +44.2% | -67.3% | -32.7% |
| All | +2.1% | +75.0% | -72.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling