+248.1%
HD vs DG
+105.9%
+142.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | +18.5% | +7.7% | +10.8% | +16.0% |
| 3M | +2.2% | +13.1% | -11.0% | -1.6% |
| 6M | +13.8% | +32.0% | -18.2% | +4.6% |
| YTD | +3.4% | +3.3% | +0.1% | +1.5% |
| 1Y | -3.5% | +31.7% | -35.2% | -12.1% |
| 3Y | +29.0% | +21.7% | +7.3% | +12.6% |
| 5Y | +6.1% | -34.7% | +40.8% | +17.7% |
| All | +248.1% | +105.9% | +142.2% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling