+13.4%
HL vs D
+2,450.0%
-2,436.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | +8.9% | +3.0% | +6.0% | +7.8% |
| 30D | -10.1% | +11.5% | -21.6% | -14.2% |
| 3M | -7.0% | +3.7% | -10.8% | -8.6% |
| 6M | -18.8% | +13.5% | -32.3% | -23.4% |
| YTD | -23.1% | +20.7% | -43.9% | -29.5% |
| 1Y | +8.9% | +18.2% | -9.4% | +0.5% |
| 3Y | +255.0% | +73.3% | +181.7% | +175.8% |
| 5Y | +151.5% | +12.3% | +139.2% | +132.6% |
| 10Y | +138.4% | +43.4% | +95.0% | +91.5% |
| All | +13.4% | +2,450.0% | -2,436.6% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling