+60.4%
HL vs DVN
+1,184.0%
-1,123.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +18.8% | +8.0% | +10.8% | +15.7% |
| 3M | +43.7% | +11.9% | +31.8% | +36.6% |
| 6M | -1.0% | +10.6% | -11.7% | -7.0% |
| YTD | +8.7% | +35.4% | -26.7% | -5.1% |
| 1Y | +105.0% | +46.5% | +58.5% | +73.1% |
| 3Y | +427.3% | +3.0% | +424.3% | +391.3% |
| 5Y | +249.3% | +120.5% | +128.8% | +141.8% |
| 10Y | +284.2% | +62.5% | +221.7% | +138.7% |
| All | +60.4% | +1,184.0% | -1,123.6% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling