+105.3%
HAL vs DRI
+72.9%
+32.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +2.9% | +0.6% | +2.4% | +2.8% |
| 30D | +17.0% | +3.8% | +13.2% | +15.7% |
| 3M | -9.7% | +13.0% | -22.7% | -13.1% |
| 6M | +8.6% | +8.3% | +0.3% | +5.3% |
| YTD | +33.0% | +20.6% | +12.4% | +24.0% |
| 1Y | +68.3% | +6.5% | +61.9% | +63.1% |
| 3Y | +0.1% | +53.7% | -53.6% | -14.5% |
| All | +105.3% | +72.9% | +32.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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