+80.3%
HL vs DAR
+1,762.6%
-1,682.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | +25.1% | +12.8% | +12.3% | +22.8% |
| 3M | +22.9% | +7.4% | +15.5% | +21.4% |
| 6M | -4.9% | +22.3% | -27.2% | -7.9% |
| YTD | +7.8% | +81.1% | -73.3% | -0.8% |
| 1Y | +133.9% | +106.5% | +27.4% | +111.1% |
| 3Y | +380.9% | +5.3% | +375.6% | +367.6% |
| 5Y | +230.2% | -11.5% | +241.8% | +227.8% |
| 10Y | +265.6% | +353.3% | -87.8% | +201.5% |
| All | +80.3% | +1,762.6% | -1,682.2% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling