+238.2%
HL vs DG
-39.4%
+277.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -5.6% | -6.3% | +0.7% | -4.4% |
| 30D | +12.7% | +2.4% | +10.3% | +12.0% |
| 3M | +42.5% | +12.4% | +30.1% | +38.0% |
| 6M | -9.0% | -14.9% | +5.9% | -6.2% |
| YTD | +4.4% | -6.1% | +10.4% | +5.4% |
| 1Y | +82.7% | +17.9% | +64.8% | +75.5% |
| 3Y | +406.3% | +3.1% | +403.1% | +384.0% |
| 5Y | +238.2% | -38.7% | +276.8% | +260.8% |
| All | +238.2% | -39.4% | +277.6% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling