+7.4%
HD vs DE
+95.7%
-88.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | -11.1% | +9.6% | -20.8% | -13.7% |
| 3M | +2.0% | +19.0% | -16.9% | -3.4% |
| 6M | -10.5% | +16.1% | -26.5% | -14.8% |
| YTD | -6.9% | +47.0% | -53.9% | -17.9% |
| 1Y | -23.2% | +43.1% | -66.3% | -31.9% |
| 3Y | +3.1% | +77.5% | -74.4% | -15.7% |
| 5Y | +7.4% | +96.4% | -89.0% | -14.8% |
| All | +7.4% | +95.7% | -88.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling