-11.6%
HL vs D
+15.6%
-27.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -11.1% | -1.4% | -9.8% | -10.9% |
| 30D | -12.1% | +7.7% | -19.8% | -12.4% |
| 3M | -26.1% | -0.3% | -25.8% | -25.9% |
| 6M | -37.7% | +10.1% | -47.8% | -38.4% |
| YTD | -31.7% | +19.1% | -50.8% | -30.3% |
| 1Y | -11.6% | +15.9% | -27.5% | -10.3% |
| All | -11.6% | +15.6% | -27.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling