+60.4%
HL vs DE
+14,495.7%
-14,435.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +0.4% | -3.0% | +3.4% | +1.5% |
| 30D | +18.8% | +11.1% | +7.7% | +13.9% |
| 3M | +43.7% | +17.6% | +26.1% | +34.7% |
| 6M | -1.0% | +13.6% | -14.6% | -6.2% |
| YTD | +8.7% | +46.3% | -37.5% | -6.1% |
| 1Y | +105.0% | +44.2% | +60.8% | +77.1% |
| 3Y | +427.3% | +76.6% | +350.7% | +318.5% |
| 5Y | +249.3% | +98.2% | +151.1% | +162.9% |
| 10Y | +284.2% | +863.5% | -579.3% | +66.0% |
| All | +60.4% | +14,495.7% | -14,435.3% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling