+59.1%
HL vs DD
+961.9%
-902.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | +1.5% | -3.5% | +5.0% | +2.8% |
| 30D | +25.1% | -10.3% | +35.4% | +29.9% |
| 3M | +22.9% | -7.5% | +30.4% | +26.8% |
| 6M | -4.9% | -8.0% | +3.1% | -1.5% |
| YTD | +7.8% | +10.5% | -2.6% | +5.4% |
| 1Y | +133.9% | +38.3% | +95.6% | +111.1% |
| 3Y | +380.9% | +42.5% | +338.4% | +327.2% |
| 5Y | +230.2% | +60.2% | +170.0% | +181.0% |
| 10Y | +265.6% | +68.9% | +196.7% | +192.4% |
| All | +59.1% | +961.9% | -902.8% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling