+164.7%
HL vs DG
+614.5%
-449.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -11.1% | +0.3% | -11.4% | -11.2% |
| 30D | -12.1% | +3.2% | -15.3% | -12.7% |
| 3M | -26.1% | +10.4% | -36.5% | -27.8% |
| 6M | -37.7% | +33.2% | -70.9% | -41.9% |
| YTD | -31.7% | +3.0% | -34.7% | -32.6% |
| 1Y | -11.6% | +31.2% | -42.9% | -17.2% |
| 3Y | +249.6% | +21.8% | +227.8% | +223.0% |
| 5Y | +108.5% | -35.0% | +143.5% | +116.5% |
| 10Y | +127.0% | +106.0% | +20.9% | +97.3% |
| All | +164.7% | +614.5% | -449.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling