+313.5%
HL vs DG
+577.8%
-264.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.2% |
| 7D | +7.1% | -2.5% | +9.5% | +7.6% |
| 30D | +21.4% | +1.0% | +20.4% | +21.0% |
| 3M | +37.4% | +20.3% | +17.1% | +31.4% |
| 6M | +0.4% | -11.7% | +12.1% | +2.3% |
| YTD | +6.7% | -2.3% | +9.0% | +6.6% |
| 1Y | +102.4% | +20.0% | +82.4% | +93.0% |
| 3Y | +417.4% | +7.2% | +410.2% | +391.2% |
| 5Y | +243.3% | -37.9% | +281.3% | +260.4% |
| 10Y | +242.6% | +107.3% | +135.3% | +199.0% |
| All | +313.5% | +577.8% | -264.3% | +115.1% |
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 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