+206.4%
HD vs DVN
+69.2%
+137.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -3.8% | +4.5% | -8.3% | -4.4% |
| 30D | -9.4% | +12.0% | -21.4% | -10.9% |
| 3M | -4.6% | +13.4% | -18.0% | -6.6% |
| 6M | -10.1% | +12.1% | -22.2% | -12.4% |
| YTD | -8.3% | +38.8% | -47.2% | -13.7% |
| 1Y | -25.0% | +46.0% | -71.1% | -30.2% |
| 3Y | +1.5% | +9.5% | -7.9% | -2.6% |
| 5Y | +5.6% | +125.3% | -119.7% | -12.9% |
| All | +206.4% | +69.2% | +137.2% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling