+238.2%
HL vs DLR
+39.0%
+199.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.0% |
| 7D | -5.6% | -1.3% | -4.3% | -5.0% |
| 30D | +12.7% | -2.9% | +15.6% | +14.4% |
| 3M | +42.5% | +3.2% | +39.3% | +39.6% |
| 6M | -9.0% | +3.9% | -12.9% | -10.6% |
| YTD | +4.4% | +21.4% | -17.0% | -5.3% |
| 1Y | +82.7% | +9.7% | +73.0% | +74.2% |
| 3Y | +406.3% | +56.5% | +349.7% | +295.4% |
| 5Y | +238.2% | +41.5% | +196.6% | +169.2% |
| All | +238.2% | +39.0% | +199.2% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling