+595.7%
HAL vs DD
+961.9%
-366.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | +2.9% | -3.5% | +6.4% | +4.9% |
| 30D | +17.0% | -10.3% | +27.4% | +23.8% |
| 3M | -9.7% | -7.5% | -2.1% | -6.5% |
| 6M | +8.6% | -8.0% | +16.6% | +11.2% |
| YTD | +33.0% | +10.5% | +22.5% | +23.0% |
| 1Y | +68.3% | +38.3% | +30.0% | +36.8% |
| 3Y | +0.1% | +42.5% | -42.4% | -21.8% |
| 5Y | +102.6% | +60.2% | +42.5% | +46.7% |
| 10Y | +3.8% | +68.9% | -65.0% | -25.1% |
| All | +595.7% | +961.9% | -366.2% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling