-28.0%
DHR vs HL
+235.2%
-263.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.6% | -4.4% | +0.7% | -3.2% |
| 30D | -2.7% | +9.3% | -12.0% | -3.6% |
| 3M | +10.9% | +32.0% | -21.0% | +7.8% |
| 6M | +3.0% | -6.4% | +9.5% | +2.9% |
| YTD | -12.2% | +3.1% | -15.3% | -13.9% |
| 1Y | +3.3% | +77.6% | -74.3% | -5.5% |
| 3Y | -8.2% | +392.8% | -401.0% | -29.1% |
| All | -28.0% | +235.2% | -263.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling