+180.8%
HAL vs DLR
+3,595.7%
-3,414.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +2.9% | +1.6% | +1.4% | +2.4% |
| 30D | +17.0% | -3.4% | +20.4% | +18.2% |
| 3M | -9.7% | +0.5% | -10.2% | -10.5% |
| 6M | +8.6% | +4.6% | +4.1% | +5.8% |
| YTD | +33.0% | +23.4% | +9.6% | +22.0% |
| 1Y | +68.3% | +19.0% | +49.3% | +56.0% |
| 3Y | +0.1% | +56.5% | -56.4% | -17.6% |
| 5Y | +102.6% | +33.3% | +69.3% | +70.7% |
| 10Y | +3.8% | +165.1% | -161.3% | -36.5% |
| All | +180.8% | +3,595.7% | -3,414.8% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling