+30.7%
HD vs DVN
+12.2%
+18.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +1.5% | +10.4% | -8.8% | +1.4% |
| 30D | +18.0% | -6.7% | +24.7% | +18.1% |
| 3M | +2.8% | +5.6% | -2.8% | +2.3% |
| 6M | +17.0% | +0.7% | +16.3% | +16.7% |
| YTD | +3.5% | +29.6% | -26.0% | -1.5% |
| 1Y | -2.6% | +36.3% | -38.9% | -8.1% |
| 3Y | +30.7% | +13.2% | +17.6% | +23.7% |
| All | +30.7% | +12.2% | +18.5% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling