+256.9%
HL vs DGX
+255.3%
+1.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | +9.3% | -1.2% | +10.5% | +9.9% |
| 3M | +32.0% | +15.8% | +16.2% | +25.3% |
| 6M | -6.4% | +18.2% | -24.6% | -12.1% |
| YTD | +3.1% | +37.2% | -34.1% | -8.6% |
| 1Y | +77.6% | +30.4% | +47.2% | +59.8% |
| 3Y | +392.8% | +96.7% | +296.1% | +272.0% |
| 5Y | +234.1% | +67.2% | +166.9% | +164.4% |
| All | +256.9% | +255.3% | +1.6% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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