+37.7%
HAL vs DG
+628.1%
-590.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | -7.9% | +0.7% | -8.6% | -8.0% |
| 30D | -2.1% | +7.4% | -9.5% | -3.2% |
| 3M | +0.4% | +8.5% | -8.1% | -1.0% |
| 6M | -19.2% | +21.9% | -41.1% | -22.0% |
| YTD | +14.4% | +4.9% | +9.4% | +12.6% |
| 1Y | +18.0% | +40.4% | -22.4% | +11.0% |
| 3Y | -9.7% | +23.5% | -33.2% | -16.4% |
| 5Y | +40.1% | -32.3% | +72.4% | +44.7% |
| 10Y | -19.1% | +119.3% | -138.4% | -36.7% |
| All | +37.7% | +628.1% | -590.4% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling