+243.3%
HL vs D
+8.5%
+234.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | +7.1% | +0.8% | +6.3% | +6.7% |
| 30D | +21.4% | -0.7% | +22.2% | +21.8% |
| 3M | +37.4% | +2.1% | +35.3% | +35.7% |
| 6M | +0.4% | +6.8% | -6.4% | -3.5% |
| YTD | +6.7% | +16.5% | -9.9% | -1.9% |
| 1Y | +102.4% | +19.2% | +83.2% | +83.0% |
| 3Y | +417.4% | +61.9% | +355.6% | +278.4% |
| 5Y | +243.3% | +6.5% | +236.8% | +222.9% |
| All | +243.3% | +8.5% | +234.8% | +222.9% |
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 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