+263.3%
HL vs DGX
+8,778.1%
-8,514.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | +9.3% | -1.2% | +10.5% | +9.7% |
| 3M | +32.0% | +15.8% | +16.2% | +28.0% |
| 6M | -6.4% | +18.2% | -24.6% | -9.8% |
| YTD | +3.1% | +37.2% | -34.1% | -3.8% |
| 1Y | +77.6% | +30.4% | +47.2% | +67.1% |
| 3Y | +392.8% | +96.7% | +296.1% | +323.7% |
| 5Y | +234.1% | +67.2% | +166.9% | +195.4% |
| 10Y | +264.5% | +253.9% | +10.5% | +177.8% |
| All | +263.3% | +8,778.1% | -8,514.8% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling