+3.2%
HAL vs DTE
+141.0%
-137.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.0% |
| 7D | -3.3% | -2.0% | -1.3% | -1.9% |
| 30D | +7.2% | -2.4% | +9.6% | +8.9% |
| 3M | -8.8% | -7.3% | -1.5% | -4.2% |
| 6M | +3.0% | -7.6% | +10.6% | +7.5% |
| YTD | +29.4% | +5.8% | +23.6% | +22.0% |
| 1Y | +62.8% | +2.3% | +60.5% | +56.6% |
| 3Y | -6.4% | +45.0% | -51.5% | -33.5% |
| 5Y | +103.6% | +33.2% | +70.4% | +51.1% |
| All | +3.2% | +141.0% | -137.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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