+5.8%
HD vs DG
-34.7%
+40.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.2% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +20.2% | +9.5% | +10.7% | +18.2% |
| 3M | -1.0% | +5.5% | -6.5% | -2.1% |
| 6M | +7.9% | +16.1% | -8.2% | +4.6% |
| YTD | +2.0% | +2.7% | -0.7% | +0.9% |
| 1Y | -4.3% | +42.1% | -46.4% | -10.6% |
| 3Y | +25.9% | +19.3% | +6.7% | +16.6% |
| All | +5.8% | -34.7% | +40.4% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling