+59.1%
HL vs D
+2,347.4%
-2,288.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +1.5% | +1.5% | 0.0% | +0.8% |
| 30D | +25.1% | -2.6% | +27.6% | +26.4% |
| 3M | +22.9% | 0.0% | +22.9% | +22.6% |
| 6M | -4.9% | +7.4% | -12.3% | -8.2% |
| YTD | +7.8% | +15.9% | -8.0% | +0.8% |
| 1Y | +133.9% | +18.1% | +115.8% | +116.2% |
| 3Y | +380.9% | +58.4% | +322.5% | +288.3% |
| 5Y | +230.2% | +5.2% | +225.0% | +213.9% |
| 10Y | +265.6% | +35.9% | +229.7% | +201.6% |
| All | +59.1% | +2,347.4% | -2,288.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling