+203.4%
HD vs DTE
+141.0%
+62.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -0.9% |
| 7D | -3.9% | -2.0% | -1.9% | -3.0% |
| 30D | -13.1% | -2.4% | -10.7% | -12.2% |
| 3M | -3.4% | -7.3% | +3.9% | +0.1% |
| 6M | -12.6% | -7.6% | -4.9% | -9.3% |
| YTD | -9.2% | +5.8% | -15.0% | -12.0% |
| 1Y | -23.9% | +2.3% | -26.3% | -25.1% |
| 3Y | +0.4% | +45.0% | -44.6% | -18.0% |
| 5Y | +4.5% | +33.2% | -28.7% | -12.0% |
| All | +203.4% | +141.0% | +62.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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