-8.0%
DHR vs HL
+397.6%
-405.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.8% |
| 7D | -5.0% | -5.6% | +0.6% | -4.6% |
| 30D | -3.3% | +12.7% | -16.1% | -4.2% |
| 3M | +9.4% | +42.5% | -33.1% | +6.6% |
| 6M | +3.2% | -9.0% | +12.2% | +3.4% |
| YTD | -12.0% | +4.4% | -16.4% | -13.3% |
| 1Y | +4.9% | +82.7% | -77.8% | -2.3% |
| All | -8.0% | +397.6% | -405.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling