+18.6%
HL vs D
+2,436.6%
-2,418.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.1% | +4.8% |
| 7D | +13.8% | +0.8% | +13.0% | +13.6% |
| 30D | -9.7% | +10.7% | -20.4% | -13.6% |
| 3M | -8.5% | +2.3% | -10.8% | -9.6% |
| 6M | -17.2% | +12.5% | -29.6% | -21.6% |
| YTD | -19.6% | +20.1% | -39.7% | -26.1% |
| 1Y | +11.1% | +15.6% | -4.4% | +3.5% |
| 3Y | +299.7% | +75.2% | +224.5% | +209.1% |
| 5Y | +156.5% | +14.6% | +141.9% | +135.3% |
| 10Y | +122.4% | +43.8% | +78.6% | +78.4% |
| All | +18.6% | +2,436.6% | -2,418.0% | -2.7% |
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