+227.6%
HL vs DLR
+3,617.4%
-3,389.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +7.1% | +3.4% | +3.7% | +5.4% |
| 30D | +21.4% | -2.2% | +23.7% | +22.6% |
| 3M | +37.4% | +4.7% | +32.7% | +33.9% |
| 6M | +0.4% | +9.0% | -8.6% | -3.4% |
| YTD | +6.7% | +24.1% | -17.5% | -3.5% |
| 1Y | +102.4% | +20.9% | +81.4% | +85.4% |
| 3Y | +417.4% | +60.0% | +357.4% | +309.6% |
| 5Y | +243.3% | +35.3% | +208.0% | +186.3% |
| 10Y | +242.6% | +165.8% | +76.8% | +89.3% |
| All | +227.6% | +3,617.4% | -3,389.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling