+249.6%
HL vs DD
+88.8%
+160.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -11.1% | +5.0% | -16.1% | -13.8% |
| 30D | -12.1% | +19.7% | -31.8% | -22.4% |
| 3M | -26.1% | +7.2% | -33.3% | -29.8% |
| 6M | -37.7% | +1.0% | -38.8% | -38.3% |
| YTD | -31.7% | +29.1% | -60.8% | -40.6% |
| 1Y | -11.6% | +28.5% | -40.1% | -22.8% |
| 3Y | +249.6% | +89.4% | +160.2% | +99.4% |
| All | +249.6% | +88.8% | +160.9% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling