+25.0%
HL vs DRI
+34.0%
-9.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.1% | +8.1% | +12.0% |
| 7D | +0.2% | +6.5% | -6.3% | -1.0% |
| 30D | -12.1% | +16.4% | -28.5% | -14.4% |
| 3M | -2.8% | +13.6% | -16.5% | -4.8% |
| 6M | -14.9% | +22.0% | -36.9% | -18.5% |
| YTD | -22.0% | +29.3% | -51.3% | -26.1% |
| 1Y | +25.0% | +32.0% | -7.0% | +18.2% |
| All | +25.0% | +34.0% | -9.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling