+1,795.8%
HD vs DG
+612.5%
+1,183.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.0% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +20.2% | +9.5% | +10.7% | +17.2% |
| 3M | -1.0% | +5.5% | -6.5% | -2.7% |
| 6M | +7.9% | +16.1% | -8.2% | +3.0% |
| YTD | +2.0% | +2.7% | -0.7% | +0.4% |
| 1Y | -4.3% | +42.1% | -46.4% | -14.4% |
| 3Y | +25.9% | +19.3% | +6.7% | +11.8% |
| 5Y | +5.8% | -35.3% | +41.2% | +13.5% |
| 10Y | +262.5% | +123.9% | +138.6% | +167.9% |
| All | +1,795.8% | +612.5% | +1,183.4% | +932.7% |
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 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