+243.3%
HL vs DAR
-8.5%
+251.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.1% |
| 7D | +7.1% | -0.9% | +7.9% | +7.3% |
| 30D | +21.4% | +13.0% | +8.5% | +15.4% |
| 3M | +37.4% | +15.0% | +22.4% | +28.8% |
| 6M | +0.4% | +26.8% | -26.4% | -10.2% |
| YTD | +6.7% | +86.4% | -79.7% | -18.4% |
| 1Y | +102.4% | +115.1% | -12.7% | +44.9% |
| 3Y | +417.4% | +14.6% | +402.8% | +371.3% |
| 5Y | +243.3% | -8.8% | +252.1% | +243.0% |
| All | +243.3% | -8.5% | +251.8% | +243.0% |
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