+39.7%
HAL vs DD
+58.5%
-18.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.8% |
| 7D | -12.0% | +4.6% | -16.6% | -14.1% |
| 30D | +0.3% | +11.8% | -11.5% | -5.3% |
| 3M | -1.6% | +2.2% | -3.8% | -3.0% |
| 6M | -20.5% | -1.6% | -18.8% | -20.8% |
| YTD | +14.2% | +23.0% | -8.8% | -0.7% |
| 1Y | +18.9% | +26.9% | -8.1% | +1.5% |
| 3Y | -13.7% | +77.9% | -91.6% | -41.6% |
| All | +39.7% | +58.5% | -18.7% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling