+144.6%
HL vs D
+47.5%
+97.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -5.6% | -2.4% | -3.1% | -4.6% |
| 30D | -16.2% | +9.0% | -25.1% | -19.2% |
| 3M | -20.5% | +1.0% | -21.4% | -20.9% |
| 6M | -31.7% | +11.0% | -42.7% | -35.0% |
| YTD | -26.4% | +19.8% | -46.1% | -32.2% |
| 1Y | -4.3% | +16.0% | -20.3% | -10.9% |
| 3Y | +276.9% | +74.4% | +202.5% | +189.3% |
| 5Y | +124.1% | +13.5% | +110.5% | +104.6% |
| 10Y | +144.6% | +48.4% | +96.3% | +82.9% |
| All | +144.6% | +47.5% | +97.2% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling