+4,404.4%
DELL vs HL
+273.7%
+4,130.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.2% |
| 7D | +8.2% | -4.4% | +12.6% | +9.0% |
| 30D | +17.1% | +9.3% | +7.8% | +15.3% |
| 3M | +45.2% | +32.0% | +13.2% | +38.8% |
| 6M | +286.8% | -6.4% | +293.2% | +286.5% |
| YTD | +354.8% | +3.1% | +351.6% | +344.7% |
| 1Y | +358.3% | +77.6% | +280.7% | +312.1% |
| 3Y | +724.9% | +392.8% | +332.1% | +524.5% |
| 5Y | +1,193.7% | +234.1% | +959.6% | +896.0% |
| All | +4,404.4% | +273.7% | +4,130.7% | +2,933.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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