+59.5%
DIA vs HL
+254.4%
-194.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | 0.0% |
| 7D | +1.6% | -7.6% | +9.2% | +2.2% |
| 30D | +1.2% | -17.5% | +18.7% | +2.5% |
| 3M | -2.4% | -26.2% | +23.8% | -0.6% |
| 6M | +5.7% | -35.1% | +40.7% | +8.1% |
| YTD | +9.9% | -30.4% | +40.3% | +11.0% |
| 1Y | +9.8% | -14.0% | +23.8% | +9.2% |
| All | +59.5% | +254.4% | -194.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling