+133.9%
HL vs DVN
+41.2%
+92.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.9% |
| 7D | +1.5% | +1.5% | 0.0% | +1.9% |
| 30D | +25.1% | +14.2% | +10.9% | +29.6% |
| 3M | +22.9% | +5.2% | +17.7% | +25.8% |
| 6M | -4.9% | +11.9% | -16.8% | -3.9% |
| YTD | +7.8% | +32.8% | -25.0% | +11.3% |
| 1Y | +133.9% | +38.6% | +95.3% | +137.8% |
| All | +133.9% | +41.2% | +92.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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