+1,672.1%
HD vs DG
+606.1%
+1,066.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.5% |
| 7D | -2.1% | +8.4% | -10.4% | -4.3% |
| 30D | -8.4% | +4.9% | -13.4% | -9.8% |
| 3M | +4.3% | +29.3% | -25.0% | -3.1% |
| 6M | -11.1% | -11.3% | +0.1% | -8.8% |
| YTD | -4.7% | +1.8% | -6.4% | -5.9% |
| 1Y | -19.8% | +25.3% | -45.1% | -25.8% |
| 3Y | +4.1% | +9.1% | -5.0% | -5.0% |
| 5Y | +10.3% | -34.9% | +45.2% | +18.0% |
| 10Y | +203.2% | +108.2% | +95.0% | +128.3% |
| All | +1,672.1% | +606.1% | +1,066.0% | +868.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling