+109.7%
HAL vs DT
-28.6%
+138.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +0.5% | -4.9% | +5.3% | +1.2% |
| 30D | +15.9% | +2.7% | +13.2% | +15.3% |
| 3M | -8.7% | +20.0% | -28.7% | -12.0% |
| 6M | +9.0% | +28.0% | -19.0% | +3.1% |
| YTD | +32.0% | +16.0% | +16.0% | +26.8% |
| 1Y | +72.5% | +0.7% | +71.7% | +70.3% |
| 3Y | -4.5% | +6.2% | -10.7% | -8.1% |
| 5Y | +109.7% | -28.1% | +137.8% | +111.7% |
| All | +109.7% | -28.6% | +138.3% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling