+203.4%
HD vs DG
+99.2%
+104.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.2% |
| 7D | -3.9% | -6.3% | +2.4% | -2.1% |
| 30D | -13.1% | +2.4% | -15.6% | -13.9% |
| 3M | -3.4% | +12.4% | -15.9% | -7.0% |
| 6M | -12.6% | -14.9% | +2.4% | -9.1% |
| YTD | -9.2% | -6.1% | -3.2% | -8.4% |
| 1Y | -23.9% | +17.9% | -41.8% | -28.6% |
| 3Y | +0.4% | +3.1% | -2.7% | -7.5% |
| 5Y | +4.5% | -38.7% | +43.2% | +17.2% |
| All | +203.4% | +99.2% | +104.2% | +115.8% |
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