+257.9%
HD vs DG
+128.5%
+129.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +21.6% | +7.4% | +14.1% | +19.1% |
| 3M | +0.1% | +8.5% | -8.4% | -2.4% |
| 6M | +13.0% | +21.9% | -8.9% | +6.1% |
| YTD | +4.9% | +4.9% | 0.0% | +2.6% |
| 1Y | -2.1% | +40.4% | -42.5% | -12.4% |
| 3Y | +32.6% | +23.5% | +9.1% | +15.2% |
| 5Y | +8.2% | -32.3% | +40.5% | +18.2% |
| 10Y | +257.9% | +119.3% | +138.6% | +152.7% |
| All | +257.9% | +128.5% | +129.4% | +152.7% |
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