+249.6%
HL vs DLR
+54.1%
+195.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.8% |
| 7D | -11.1% | +3.3% | -14.4% | -12.8% |
| 30D | -12.1% | +4.6% | -16.7% | -14.2% |
| 3M | -26.1% | -8.3% | -17.8% | -22.4% |
| 6M | -37.7% | -5.6% | -32.1% | -35.7% |
| YTD | -31.7% | +18.7% | -50.4% | -37.4% |
| 1Y | -11.6% | +17.1% | -28.7% | -18.5% |
| 3Y | +249.6% | +54.4% | +195.3% | +134.0% |
| All | +249.6% | +54.1% | +195.6% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling