-20.8%
HAL vs DG
+119.6%
-140.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -6.5% | +5.2% | -11.7% | -7.0% |
| 30D | -2.1% | +7.9% | -10.0% | -3.0% |
| 3M | -4.9% | +12.7% | -17.6% | -6.2% |
| 6M | -19.3% | +22.4% | -41.7% | -21.3% |
| YTD | +14.3% | +5.4% | +8.9% | +13.1% |
| 1Y | +17.3% | +39.4% | -22.1% | +12.3% |
| 3Y | -10.9% | +24.1% | -35.0% | -16.0% |
| 5Y | +47.4% | -32.2% | +79.6% | +55.7% |
| 10Y | -20.8% | +111.8% | -132.6% | -33.0% |
| All | -20.8% | +119.6% | -140.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling