+4.5%
HD vs DGX
+59.5%
-54.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -3.9% | -3.5% | -0.4% | -2.8% |
| 30D | -13.1% | -2.7% | -10.5% | -12.4% |
| 3M | -3.4% | +13.9% | -17.3% | -7.7% |
| 6M | -12.6% | +16.0% | -28.6% | -17.0% |
| YTD | -9.2% | +34.9% | -44.2% | -18.1% |
| 1Y | -23.9% | +30.6% | -54.5% | -30.7% |
| 3Y | +0.4% | +93.0% | -92.5% | -22.2% |
| 5Y | +4.5% | +64.4% | -59.9% | -15.3% |
| All | +4.5% | +59.5% | -54.9% | -15.3% |
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