+566.4%
DHR vs HLT
+641.8%
-75.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.6% | -2.0% | -3.2% |
| 30D | -2.7% | -5.0% | +2.3% | -1.4% |
| 3M | +10.9% | -10.4% | +21.3% | +14.0% |
| 6M | +3.0% | +3.2% | -0.2% | +1.8% |
| YTD | -12.2% | +6.7% | -18.9% | -14.1% |
| 1Y | +3.3% | +10.3% | -7.0% | 0.0% |
| 3Y | -8.2% | +99.3% | -107.5% | -24.3% |
| 5Y | -29.9% | +143.7% | -173.6% | -45.9% |
| 10Y | +208.5% | +584.7% | -376.3% | +75.9% |
| All | +566.4% | +641.8% | -75.4% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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