+5.8%
HD vs DLR
+32.6%
-26.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +4.3% | -3.6% | +7.9% | +5.5% |
| 30D | +20.2% | -3.5% | +23.7% | +21.3% |
| 3M | -1.0% | -8.9% | +7.9% | +1.5% |
| 6M | +7.9% | -11.6% | +19.5% | +11.3% |
| YTD | +2.0% | +14.9% | -12.9% | -3.9% |
| 1Y | -4.3% | +6.4% | -10.7% | -7.6% |
| 3Y | +25.9% | +47.3% | -21.3% | +5.0% |
| All | +5.8% | +32.6% | -26.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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