+228.7%
HL vs DVN
+120.4%
+108.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | +4.5% | -8.9% | -5.7% |
| 30D | +9.3% | +12.0% | -2.7% | +5.4% |
| 3M | +32.0% | +13.4% | +18.6% | +25.8% |
| 6M | -6.4% | +12.1% | -18.5% | -12.2% |
| YTD | +3.1% | +38.8% | -35.7% | -11.3% |
| 1Y | +77.6% | +46.0% | +31.5% | +48.6% |
| 3Y | +392.8% | +9.5% | +383.3% | +355.4% |
| All | +228.7% | +120.4% | +108.3% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling