+34,084.2%
HD vs DE
+14,844.7%
+19,239.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.2% | +2.3% | -3.4% | -1.9% |
| 30D | +20.9% | +9.3% | +11.5% | +17.2% |
| 3M | -0.2% | +12.2% | -12.4% | -4.6% |
| 6M | +14.5% | +18.1% | -3.6% | +7.1% |
| YTD | +4.3% | +49.8% | -45.4% | -10.9% |
| 1Y | -3.5% | +46.4% | -49.9% | -17.0% |
| 3Y | +30.1% | +92.5% | -62.4% | 0.0% |
| 5Y | +8.5% | +107.4% | -98.9% | -21.0% |
| 10Y | +245.3% | +784.1% | -538.8% | +45.4% |
| All | +34,084.2% | +14,844.7% | +19,239.5% | +4,754.5% |
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