+247.6%
DIA vs HL
+273.7%
-26.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.6% | -4.4% | +2.8% | -1.2% |
| 30D | -2.0% | +9.3% | -11.3% | -2.9% |
| 3M | +3.6% | +32.0% | -28.4% | +0.8% |
| 6M | +11.5% | -6.4% | +17.9% | +11.2% |
| YTD | +10.4% | +3.1% | +7.2% | +8.4% |
| 1Y | +15.6% | +77.6% | -62.0% | +7.7% |
| 3Y | +58.9% | +392.8% | -334.0% | +31.8% |
| 5Y | +65.3% | +234.1% | -168.8% | +38.6% |
| All | +247.6% | +273.7% | -26.1% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling