+18.6%
DIA vs HL
+134.7%
-116.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.3% |
| 30D | -1.5% | +25.1% | -26.6% | -3.0% |
| 3M | +3.8% | +22.9% | -19.1% | +2.0% |
| 6M | +10.3% | -4.9% | +15.2% | +9.4% |
| YTD | +12.1% | +7.8% | +4.3% | +10.3% |
| 1Y | +18.6% | +133.9% | -115.2% | +15.9% |
| All | +18.6% | +134.7% | -116.0% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling