+97.5%
HAL vs DT
+98.4%
-0.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +10.9% | +0.1% | +10.8% | +10.6% |
| 3M | -5.8% | +24.1% | -30.0% | -11.8% |
| 6M | +8.1% | +30.1% | -22.0% | -1.1% |
| YTD | +33.2% | +16.8% | +16.4% | +24.8% |
| 1Y | +74.2% | -0.1% | +74.3% | +69.9% |
| 3Y | -3.7% | +6.8% | -10.5% | -9.8% |
| 5Y | +111.9% | -28.4% | +140.3% | +112.6% |
| All | +97.5% | +98.4% | -0.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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