+109.6%
HAL vs DTE
+32.9%
+76.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +10.9% | -0.5% | +11.4% | +11.0% |
| 3M | -5.8% | -6.0% | +0.2% | -4.0% |
| 6M | +8.1% | -7.2% | +15.3% | +10.4% |
| YTD | +33.2% | +7.2% | +26.0% | +28.4% |
| 1Y | +74.2% | +4.1% | +70.1% | +69.4% |
| 3Y | -3.7% | +46.9% | -50.6% | -20.6% |
| All | +109.6% | +32.9% | +76.7% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling