+7.4%
HD vs DOV
+19.9%
-12.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | -1.2% | +2.5% | -3.7% | -2.5% |
| 30D | -11.1% | -7.5% | -3.6% | -7.4% |
| 3M | +2.0% | -9.7% | +11.7% | +7.3% |
| 6M | -10.5% | -6.1% | -4.4% | -8.0% |
| YTD | -6.9% | +0.5% | -7.3% | -8.0% |
| 1Y | -23.2% | +10.5% | -33.7% | -28.4% |
| 3Y | +3.1% | +41.7% | -38.6% | -19.8% |
| 5Y | +7.4% | +18.4% | -11.1% | -10.1% |
| All | +7.4% | +19.9% | -12.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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