+31,139.8%
HD vs DE
+14,847.5%
+16,292.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +10.0% | -12.1% | -5.4% |
| 30D | -8.4% | +13.3% | -21.7% | -12.7% |
| 3M | +4.3% | +17.5% | -13.2% | -2.0% |
| 6M | -11.1% | +13.6% | -24.7% | -15.8% |
| YTD | -4.7% | +49.8% | -54.5% | -18.5% |
| 1Y | -19.8% | +47.9% | -67.7% | -31.3% |
| 3Y | +4.1% | +72.5% | -68.4% | -16.9% |
| 5Y | +10.3% | +90.2% | -79.9% | -17.3% |
| 10Y | +203.2% | +865.4% | -662.2% | +24.0% |
| All | +31,139.8% | +14,847.5% | +16,292.3% | +4,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling