+77.6%
HL vs DG
+19.2%
+58.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -4.4% | -6.5% | +2.1% | -3.5% |
| 30D | +9.3% | +4.2% | +5.1% | +8.5% |
| 3M | +32.0% | +9.5% | +22.5% | +28.6% |
| 6M | -6.4% | -13.1% | +6.7% | -0.6% |
| YTD | +3.1% | -4.8% | +8.0% | +8.5% |
| 1Y | +77.6% | +20.6% | +57.0% | +92.7% |
| All | +77.6% | +19.2% | +58.4% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling