+1,232.7%
HD vs DLR
+3,595.6%
-2,363.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.1% | +1.6% | -3.6% | -2.6% |
| 30D | -8.4% | -3.4% | -5.1% | -7.4% |
| 3M | +4.3% | +0.5% | +3.8% | +3.5% |
| 6M | -11.1% | +4.6% | -15.7% | -13.2% |
| YTD | -4.7% | +23.4% | -28.1% | -12.4% |
| 1Y | -19.8% | +19.0% | -38.8% | -25.7% |
| 3Y | +4.1% | +56.5% | -52.4% | -14.5% |
| 5Y | +10.3% | +33.3% | -23.0% | -6.2% |
| 10Y | +203.2% | +165.1% | +38.0% | +93.0% |
| All | +1,232.7% | +3,595.6% | -2,363.0% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling