+256.9%
HL vs DD
+66.6%
+190.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.4% | -3.5% | -0.9% | -2.6% |
| 30D | +9.3% | -11.7% | +21.0% | +16.8% |
| 3M | +32.0% | -9.2% | +41.2% | +39.5% |
| 6M | -6.4% | -7.2% | +0.7% | -1.9% |
| YTD | +3.1% | +6.6% | -3.5% | +1.4% |
| 1Y | +77.6% | +32.0% | +45.6% | +56.0% |
| 3Y | +392.8% | +42.1% | +350.7% | +311.0% |
| 5Y | +234.1% | +58.1% | +176.0% | +159.2% |
| All | +256.9% | +66.6% | +190.3% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling