+120.4%
HL vs DRI
+7,577.6%
-7,457.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +25.1% | +3.8% | +21.2% | +23.9% |
| 3M | +22.9% | +13.0% | +9.9% | +19.1% |
| 6M | -4.9% | +8.3% | -13.2% | -7.2% |
| YTD | +7.8% | +20.6% | -12.8% | +2.7% |
| 1Y | +133.9% | +6.5% | +127.4% | +128.8% |
| 3Y | +380.9% | +53.7% | +327.2% | +327.6% |
| 5Y | +230.2% | +72.7% | +157.5% | +184.0% |
| 10Y | +265.6% | +363.2% | -97.6% | +139.7% |
| All | +120.4% | +7,577.6% | -7,457.2% | +11.1% |
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