+4,770.1%
DELL vs HL
+205.5%
+4,564.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.0% |
| 7D | +25.6% | +7.1% | +18.6% | +24.5% |
| 30D | +17.7% | +21.4% | -3.8% | +14.1% |
| 3M | +33.4% | +37.4% | -4.0% | +26.9% |
| 6M | +266.2% | +0.4% | +265.8% | +262.0% |
| YTD | +328.0% | +6.7% | +321.3% | +316.5% |
| 1Y | +339.6% | +102.4% | +237.2% | +288.5% |
| 3Y | +694.6% | +417.4% | +277.2% | +498.8% |
| 5Y | +1,122.0% | +243.3% | +878.7% | +838.9% |
| 10Y | +4,062.5% | +242.6% | +3,819.9% | +2,732.4% |
| All | +4,770.1% | +205.5% | +4,564.6% | +3,248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling