+4,906.5%
HD vs DGX
+8,796.3%
-3,889.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.1% | -1.2% | -9.9% | -10.8% |
| 3M | +2.0% | +19.9% | -17.9% | -3.3% |
| 6M | -10.5% | +19.2% | -29.7% | -15.1% |
| YTD | -6.9% | +37.5% | -44.3% | -15.4% |
| 1Y | -23.2% | +31.3% | -54.5% | -29.4% |
| 3Y | +3.1% | +96.6% | -93.6% | -16.6% |
| 5Y | +7.4% | +64.3% | -56.9% | -9.1% |
| 10Y | +205.0% | +241.1% | -36.1% | +108.6% |
| All | +4,906.5% | +8,796.3% | -3,889.7% | +1,641.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling