+256.9%
HL vs DG
+101.8%
+155.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -4.4% | -6.5% | +2.1% | -2.9% |
| 30D | +9.3% | +4.2% | +5.1% | +8.1% |
| 3M | +32.0% | +9.5% | +22.5% | +28.2% |
| 6M | -6.4% | -13.1% | +6.7% | -4.0% |
| YTD | +3.1% | -4.8% | +8.0% | +3.7% |
| 1Y | +77.6% | +20.6% | +57.0% | +67.9% |
| 3Y | +392.8% | +4.9% | +387.9% | +365.7% |
| 5Y | +234.1% | -37.9% | +272.0% | +258.1% |
| All | +256.9% | +101.8% | +155.1% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling