+228.7%
HL vs DE
+97.2%
+131.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.4% | -2.6% | -1.8% | -3.2% |
| 30D | +9.3% | +9.0% | +0.3% | +4.5% |
| 3M | +32.0% | +19.1% | +12.8% | +20.5% |
| 6M | -6.4% | +14.4% | -20.8% | -13.1% |
| YTD | +3.1% | +45.9% | -42.8% | -14.8% |
| 1Y | +77.6% | +43.6% | +34.0% | +46.8% |
| 3Y | +392.8% | +75.9% | +316.9% | +253.1% |
| All | +228.7% | +97.2% | +131.5% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling