+42.3%
HL vs DRI
+8,033.5%
-7,991.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -17.5% | +10.8% | -28.3% | -19.4% |
| 3M | -26.2% | +0.9% | -27.1% | -26.5% |
| 6M | -35.1% | +16.3% | -51.4% | -37.6% |
| YTD | -30.4% | +27.8% | -58.2% | -34.6% |
| 1Y | -14.0% | +33.9% | -47.8% | -20.1% |
| 3Y | +256.3% | +67.2% | +189.1% | +210.5% |
| 5Y | +112.5% | +79.0% | +33.5% | +81.3% |
| 10Y | +131.3% | +332.2% | -200.9% | +53.3% |
| All | +42.3% | +8,033.5% | -7,991.2% | -29.3% |
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