+68.3%
HAL vs DD
+41.5%
+26.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +2.9% | -3.5% | +6.4% | +3.4% |
| 30D | +17.0% | -10.3% | +27.4% | +18.5% |
| 3M | -9.7% | -7.5% | -2.1% | -8.8% |
| 6M | +8.6% | -8.0% | +16.6% | +9.9% |
| YTD | +33.0% | +10.5% | +22.5% | +28.3% |
| 1Y | +68.3% | +38.3% | +30.0% | +58.3% |
| All | +68.3% | +41.5% | +26.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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