+67.3%
DVN vs HLT
+590.2%
-522.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -1.6% | +6.1% | +5.5% |
| 30D | +12.0% | -5.0% | +17.0% | +15.4% |
| 3M | +13.4% | -10.4% | +23.8% | +20.3% |
| 6M | +12.1% | +3.2% | +8.9% | +6.2% |
| YTD | +38.8% | +6.7% | +32.1% | +28.1% |
| 1Y | +46.0% | +10.3% | +35.8% | +31.0% |
| 3Y | +9.5% | +99.3% | -89.8% | -36.7% |
| 5Y | +125.3% | +143.7% | -18.4% | +5.5% |
| All | +67.3% | +590.2% | -522.9% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling