+498.0%
HAL vs DD
+1,166.0%
-668.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | -6.5% | +2.2% | -8.7% | -7.7% |
| 30D | -2.1% | +20.7% | -22.8% | -11.8% |
| 3M | -4.9% | +11.3% | -16.2% | -10.7% |
| 6M | -19.3% | +6.0% | -25.3% | -23.0% |
| YTD | +14.3% | +31.7% | -17.4% | -4.3% |
| 1Y | +17.3% | +32.2% | -14.9% | -2.0% |
| 3Y | -10.9% | +92.7% | -103.6% | -40.8% |
| 5Y | +47.4% | +72.1% | -24.7% | +2.5% |
| 10Y | -20.8% | +99.7% | -120.5% | -48.1% |
| All | +498.0% | +1,166.0% | -668.0% | +92.4% |
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