+98.6%
HD vs DT
+72.4%
+26.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +3.6% | -20.2% | +23.8% | +7.9% |
| 30D | +21.6% | -30.8% | +52.3% | +29.7% |
| 3M | +0.1% | -10.2% | +10.3% | +1.4% |
| 6M | +13.0% | +8.0% | +5.0% | +9.5% |
| YTD | +4.9% | +1.5% | +3.5% | +2.2% |
| 1Y | -2.1% | -6.9% | +4.8% | -2.9% |
| 3Y | +32.6% | -10.9% | +43.5% | +30.2% |
| 5Y | +8.2% | -42.2% | +50.4% | +11.8% |
| All | +98.6% | +72.4% | +26.2% | +41.8% |
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