+96.0%
HD vs DT
+75.7%
+20.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | +3.1% | -1.6% | +0.9% |
| 30D | +18.0% | -29.5% | +47.5% | +25.5% |
| 3M | +2.8% | -11.7% | +14.5% | +4.5% |
| 6M | +17.0% | +29.0% | -12.0% | +9.6% |
| YTD | +3.5% | +3.4% | +0.2% | +0.5% |
| 1Y | -2.6% | -4.2% | +1.7% | -4.0% |
| 3Y | +30.7% | -12.8% | +43.6% | +29.1% |
| 5Y | +6.2% | -39.6% | +45.8% | +8.7% |
| All | +96.0% | +75.7% | +20.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling