+124.1%
HL vs DAR
-31.4%
+155.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -3.0% |
| 7D | -5.6% | +3.6% | -9.1% | -6.8% |
| 30D | -16.2% | -11.3% | -4.9% | -12.7% |
| 3M | -20.5% | -13.1% | -7.4% | -17.1% |
| 6M | -31.7% | -15.1% | -16.6% | -28.6% |
| YTD | -26.4% | +50.5% | -76.9% | -39.5% |
| 1Y | -4.3% | +57.9% | -62.2% | -22.8% |
| 3Y | +276.9% | +28.9% | +247.9% | +212.0% |
| 5Y | +124.1% | -31.4% | +155.5% | +148.9% |
| All | +124.1% | -31.4% | +155.5% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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