+206.4%
HD vs DGX
+255.3%
-48.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | -9.4% | -1.2% | -8.3% | -9.0% |
| 3M | -4.6% | +15.8% | -20.4% | -10.6% |
| 6M | -10.1% | +18.2% | -28.3% | -16.5% |
| YTD | -8.3% | +37.2% | -45.5% | -20.4% |
| 1Y | -25.0% | +30.4% | -55.4% | -33.6% |
| 3Y | +1.5% | +96.7% | -95.2% | -26.9% |
| 5Y | +5.6% | +67.2% | -61.6% | -19.2% |
| All | +206.4% | +255.3% | -48.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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