+149.4%
HL vs D
+12.5%
+136.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | +8.9% | +3.0% | +6.0% | +7.6% |
| 30D | -10.1% | +11.5% | -21.6% | -14.7% |
| 3M | -7.0% | +3.7% | -10.8% | -8.8% |
| 6M | -18.8% | +13.5% | -32.3% | -24.2% |
| YTD | -23.1% | +20.7% | -43.9% | -30.6% |
| 1Y | +8.9% | +18.2% | -9.4% | -1.0% |
| 3Y | +255.0% | +73.3% | +181.7% | +149.1% |
| All | +149.4% | +12.5% | +136.9% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling