+5.6%
HD vs DT
+8.9%
-3.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.1% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | -8.4% | +2.0% | -10.5% | -8.6% |
| 3M | +4.3% | +20.0% | -15.7% | +2.2% |
| 6M | -11.1% | +39.3% | -50.4% | -14.6% |
| YTD | -4.7% | +19.8% | -24.4% | -6.4% |
| 1Y | -19.8% | +4.3% | -24.1% | -19.5% |
| All | +5.6% | +8.9% | -3.3% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling