+74.2%
HAL vs DD
+33.7%
+40.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | -1.3% | -3.8% | +2.4% | -0.9% |
| 30D | +10.9% | -9.2% | +20.1% | +12.1% |
| 3M | -5.8% | -9.0% | +3.1% | -4.9% |
| 6M | +8.1% | -5.0% | +13.1% | +7.9% |
| YTD | +33.2% | +7.4% | +25.8% | +28.9% |
| 1Y | +74.2% | +35.1% | +39.1% | +63.5% |
| All | +74.2% | +33.7% | +40.5% | +63.5% |
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