+31,139.8%
HD vs DTE
+3,490.8%
+27,649.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.3% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -8.4% | -2.6% | -5.9% | -7.4% |
| 3M | +4.3% | -3.9% | +8.2% | +6.2% |
| 6M | -11.1% | -7.9% | -3.2% | -7.8% |
| YTD | -4.7% | +7.2% | -11.9% | -8.0% |
| 1Y | -19.8% | +3.1% | -22.9% | -21.3% |
| 3Y | +4.1% | +47.6% | -43.5% | -14.7% |
| 5Y | +10.3% | +32.7% | -22.4% | -5.9% |
| 10Y | +203.2% | +138.8% | +64.4% | +90.2% |
| All | +31,139.8% | +3,490.8% | +27,649.0% | +4,912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling