+133.9%
HL vs DE
+49.4%
+84.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +1.5% | +10.0% | -8.6% | -1.5% |
| 30D | +25.1% | +13.3% | +11.7% | +19.9% |
| 3M | +22.9% | +17.5% | +5.4% | +15.9% |
| 6M | -4.9% | +13.6% | -18.5% | -10.0% |
| YTD | +7.8% | +49.8% | -42.0% | +1.9% |
| 1Y | +133.9% | +47.9% | +86.0% | +120.5% |
| All | +133.9% | +49.4% | +84.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling