+39.6%
HL vs DRI
+8,063.5%
-8,023.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -11.1% | +1.1% | -12.2% | -11.3% |
| 30D | -12.1% | +9.7% | -21.8% | -13.9% |
| 3M | -26.1% | +3.2% | -29.3% | -26.7% |
| 6M | -37.7% | +20.6% | -58.3% | -40.7% |
| YTD | -31.7% | +28.3% | -59.9% | -35.9% |
| 1Y | -11.6% | +34.5% | -46.2% | -18.1% |
| 3Y | +249.6% | +66.5% | +183.1% | +204.9% |
| 5Y | +108.5% | +79.6% | +28.9% | +77.8% |
| 10Y | +127.0% | +333.8% | -206.8% | +50.3% |
| All | +39.6% | +8,063.5% | -8,023.8% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling