-25.4%
HL vs D
+11.7%
-37.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.1% | +4.6% |
| 7D | +13.8% | +0.8% | +13.0% | +13.4% |
| 30D | -9.7% | +10.7% | -20.4% | -9.3% |
| 3M | -8.5% | +2.3% | -10.8% | -8.4% |
| All | -25.4% | +11.7% | -37.1% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling