+79.7%
HAL vs DT
+75.7%
+4.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.1% | +3.1% | +3.0% | +5.3% |
| 30D | +2.9% | -29.5% | +32.4% | +11.9% |
| 3M | +3.3% | -11.7% | +15.1% | +5.8% |
| 6M | -16.9% | +29.0% | -45.9% | -23.7% |
| YTD | +21.2% | +3.4% | +17.8% | +16.3% |
| 1Y | +27.5% | -4.2% | +31.8% | +25.1% |
| 3Y | -6.4% | -12.8% | +6.4% | -7.7% |
| 5Y | +58.0% | -39.6% | +97.6% | +66.5% |
| All | +79.7% | +75.7% | +4.0% | +13.1% |
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