+109.7%
HL vs DLR
+3,455.1%
-3,345.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.0% |
| 7D | -11.1% | +3.3% | -14.4% | -12.5% |
| 30D | -12.1% | +4.6% | -16.7% | -13.8% |
| 3M | -26.1% | -8.3% | -17.8% | -23.0% |
| 6M | -37.7% | -5.6% | -32.1% | -36.1% |
| YTD | -31.7% | +18.7% | -50.4% | -36.8% |
| 1Y | -11.6% | +17.1% | -28.7% | -17.8% |
| 3Y | +249.6% | +54.4% | +195.3% | +182.5% |
| 5Y | +108.5% | +36.5% | +72.0% | +74.0% |
| 10Y | +127.0% | +187.7% | -60.7% | +19.9% |
| All | +109.7% | +3,455.1% | -3,345.3% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling