-4.6%
HD vs DVN
+39.9%
-44.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.3% | +13.9% | +4.6% |
| 7D | +11.9% | -13.9% | +25.9% | +8.1% |
| 30D | +26.4% | -8.0% | +34.5% | +24.0% |
| 3M | +2.8% | +0.8% | +2.0% | +3.3% |
| 6M | +15.5% | -12.8% | +28.2% | +14.5% |
| YTD | +5.5% | +22.7% | -17.2% | +1.5% |
| 1Y | -4.6% | +39.0% | -43.6% | -10.1% |
| All | -4.6% | +39.9% | -44.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling