+33,829.3%
HD vs DTE
+3,620.6%
+30,208.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.5% | +3.4% | -1.9% | -0.1% |
| 30D | +18.0% | +8.9% | +9.1% | +13.5% |
| 3M | +2.8% | +1.1% | +1.7% | +2.3% |
| 6M | +17.0% | +0.1% | +16.9% | +16.8% |
| YTD | +3.5% | +11.1% | -7.5% | -1.7% |
| 1Y | -2.6% | +4.9% | -7.5% | -5.0% |
| 3Y | +30.7% | +58.6% | -27.8% | +3.9% |
| 5Y | +6.2% | +47.3% | -41.1% | -13.6% |
| 10Y | +242.7% | +151.3% | +91.4% | +110.5% |
| All | +33,829.3% | +3,620.6% | +30,208.8% | +5,257.8% |
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