+329.4%
DIA vs HLT
+643.8%
-314.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -1.2% | -1.5% | +0.2% | -0.7% |
| 30D | -2.7% | -1.2% | -1.4% | -2.3% |
| 3M | +3.3% | -10.3% | +13.6% | +7.2% |
| 6M | +10.4% | +1.3% | +9.2% | +9.4% |
| YTD | +10.0% | +7.0% | +3.0% | +6.6% |
| 1Y | +16.2% | +11.9% | +4.3% | +10.4% |
| 3Y | +58.7% | +100.7% | -41.9% | +20.4% |
| 5Y | +63.6% | +147.5% | -84.0% | +11.8% |
| 10Y | +251.0% | +586.5% | -335.5% | +62.0% |
| All | +329.4% | +643.8% | -314.3% | +94.5% |
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