+419.5%
HL vs DLR
+58.6%
+360.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +0.4% | +2.9% | -2.5% | -1.1% |
| 30D | +18.8% | -1.2% | +20.0% | +19.5% |
| 3M | +43.7% | +2.9% | +40.8% | +40.9% |
| 6M | -1.0% | +6.7% | -7.7% | -4.1% |
| YTD | +8.7% | +23.9% | -15.2% | -2.6% |
| 1Y | +105.0% | +18.6% | +86.4% | +88.0% |
| All | +419.5% | +58.6% | +360.8% | +293.2% |
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