+109.7%
HAL vs DG
-37.3%
+146.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.7% |
| 7D | +0.5% | -2.5% | +2.9% | +0.5% |
| 30D | +15.9% | +1.0% | +14.9% | +15.9% |
| 3M | -8.7% | +20.3% | -29.0% | -9.0% |
| 6M | +9.0% | -11.7% | +20.8% | +9.6% |
| YTD | +32.0% | -2.3% | +34.3% | +32.3% |
| 1Y | +72.5% | +20.0% | +52.5% | +72.0% |
| 3Y | -4.5% | +7.2% | -11.8% | -4.6% |
| 5Y | +109.7% | -37.9% | +147.6% | +127.6% |
| All | +109.7% | -37.3% | +146.9% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling