+6.7%
HD vs DGX
+90.8%
-84.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | +1.6% | 0.0% | +1.0% |
| 30D | +18.0% | +11.2% | +6.8% | +14.1% |
| 3M | +2.8% | +10.4% | -7.6% | -0.6% |
| 6M | +17.0% | +37.1% | -20.1% | +5.1% |
| YTD | +3.5% | +52.1% | -48.6% | -10.5% |
| 1Y | -2.6% | +40.7% | -43.3% | -13.5% |
| 3Y | +30.7% | +107.6% | -76.9% | -1.2% |
| All | +6.7% | +90.8% | -84.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling