+1,107.0%
DIA vs HL
+186.3%
+920.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +2.1% | -11.1% | +13.3% | +2.8% |
| 30D | +1.5% | -12.1% | +13.6% | +2.1% |
| 3M | -2.4% | -26.1% | +23.7% | -1.1% |
| 6M | +6.0% | -37.7% | +43.7% | +8.1% |
| YTD | +10.1% | -31.7% | +41.8% | +11.2% |
| 1Y | +11.8% | -11.6% | +23.5% | +11.2% |
| 3Y | +59.7% | +249.6% | -189.9% | +45.2% |
| 5Y | +57.9% | +108.5% | -50.6% | +45.4% |
| 10Y | +236.2% | +127.0% | +109.3% | +193.8% |
| All | +1,107.0% | +186.3% | +920.7% | +945.4% |
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