-9.7%
HAL vs DLR
+53.1%
-62.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.6% |
| 7D | -7.9% | +2.4% | -10.2% | -8.4% |
| 30D | -2.1% | +0.7% | -2.8% | -2.3% |
| 3M | +0.4% | -6.4% | +6.9% | +1.7% |
| 6M | -19.2% | -6.5% | -12.7% | -18.4% |
| YTD | +14.4% | +18.8% | -4.4% | +7.7% |
| 1Y | +18.0% | +9.0% | +8.9% | +13.8% |
| 3Y | -9.7% | +54.5% | -64.2% | -22.4% |
| All | -9.7% | +53.1% | -62.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling