+30,108.4%
HD vs DVN
+1,184.0%
+28,924.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -10.8% | +8.0% | -18.8% | -12.0% |
| 3M | -2.7% | +11.9% | -14.6% | -4.8% |
| 6M | -10.3% | +10.6% | -20.9% | -12.6% |
| YTD | -7.8% | +35.4% | -43.2% | -13.2% |
| 1Y | -23.1% | +46.5% | -69.6% | -28.7% |
| 3Y | +2.0% | +3.0% | -1.0% | -1.4% |
| 5Y | +6.2% | +120.5% | -114.3% | -12.3% |
| 10Y | +210.2% | +62.5% | +147.7% | +135.8% |
| All | +30,108.4% | +1,184.0% | +28,924.3% | +16,744.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling