+7.4%
HAL vs DG
+102.6%
-95.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | -1.3% | -4.8% | +3.5% | -0.9% |
| 30D | +10.9% | +1.8% | +9.1% | +10.6% |
| 3M | -5.8% | +14.5% | -20.3% | -7.4% |
| 6M | +8.1% | -13.6% | +21.7% | +9.5% |
| YTD | +33.2% | -4.8% | +38.0% | +33.4% |
| 1Y | +74.2% | +21.6% | +52.6% | +69.2% |
| 3Y | -3.7% | +4.5% | -8.2% | -7.0% |
| 5Y | +111.9% | -38.5% | +150.3% | +125.9% |
| 10Y | +7.4% | +102.2% | -94.8% | -10.7% |
| All | +7.4% | +102.6% | -95.2% | -10.7% |
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