+242.8%
HL vs DRI
+71.2%
+171.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.4% |
| 7D | +7.1% | -1.2% | +8.3% | +7.6% |
| 30D | +21.4% | -0.4% | +21.8% | +21.6% |
| 3M | +37.4% | +9.5% | +27.9% | +32.8% |
| 6M | +0.4% | +6.5% | -6.0% | -2.5% |
| YTD | +6.7% | +18.4% | -11.7% | -0.3% |
| 1Y | +102.4% | +4.2% | +98.1% | +97.3% |
| 3Y | +417.4% | +57.1% | +360.3% | +314.5% |
| All | +242.8% | +71.2% | +171.5% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling