+228.7%
HL vs DGX
+66.8%
+161.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | +9.3% | -1.2% | +10.5% | +9.8% |
| 3M | +32.0% | +15.8% | +16.2% | +26.3% |
| 6M | -6.4% | +18.2% | -24.6% | -11.3% |
| YTD | +3.1% | +37.2% | -34.1% | -7.6% |
| 1Y | +77.6% | +30.4% | +47.2% | +61.5% |
| 3Y | +392.8% | +96.7% | +296.1% | +265.5% |
| All | +228.7% | +66.8% | +161.9% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling