+59.1%
HL vs D
+2,347.4%
-2,288.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | +1.5% | +0.4% | +1.0% | +1.3% |
| 30D | +25.1% | -3.6% | +28.6% | +26.9% |
| 3M | +22.9% | -1.0% | +23.9% | +23.1% |
| 6M | -4.9% | +6.3% | -11.2% | -7.8% |
| YTD | +7.8% | +14.7% | -6.9% | +1.2% |
| 1Y | +133.9% | +16.9% | +116.9% | +117.1% |
| 3Y | +380.9% | +56.8% | +324.1% | +290.0% |
| 5Y | +230.2% | +5.2% | +225.0% | +213.9% |
| 10Y | +265.6% | +35.9% | +229.7% | +201.7% |
| All | +59.1% | +2,347.4% | -2,288.3% | +32.7% |
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