+54,250.4%
DHR vs HL
+60.3%
+54,190.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.8% | +7.1% | -7.9% | -1.1% |
| 30D | +0.2% | +21.4% | -21.2% | -0.7% |
| 3M | +12.1% | +37.4% | -25.4% | +10.2% |
| 6M | +5.4% | +0.4% | +5.0% | +4.9% |
| YTD | -10.0% | +6.7% | -16.7% | -10.9% |
| 1Y | +4.1% | +102.4% | -98.3% | -0.4% |
| 3Y | -5.2% | +417.4% | -422.6% | -14.1% |
| 5Y | -28.2% | +243.3% | -271.5% | -34.5% |
| 10Y | +208.4% | +242.6% | -34.2% | +170.2% |
| All | +54,250.4% | +60.3% | +54,190.1% | +46,912.0% |
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