+1,110.0%
DIA vs HAL
+120.4%
+989.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -0.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.3% | +1.0% | +0.3% | +0.9% |
| 3M | -2.1% | -2.1% | +0.1% | -1.9% |
| 6M | +6.2% | -17.5% | +23.7% | +9.7% |
| YTD | +10.3% | +18.1% | -7.8% | +5.3% |
| 1Y | +11.0% | +19.7% | -8.7% | +5.5% |
| 3Y | +60.4% | -7.9% | +68.3% | +57.4% |
| 5Y | +59.1% | +53.1% | +6.0% | +35.3% |
| 10Y | +237.1% | -16.8% | +253.8% | +186.6% |
| All | +1,110.0% | +120.4% | +989.6% | +583.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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