+534.0%
HAL vs DTE
+3,620.6%
-3,086.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +6.1% | +3.4% | +2.7% | +4.0% |
| 30D | +2.9% | +8.9% | -6.0% | -2.4% |
| 3M | +3.3% | +1.1% | +2.3% | +2.4% |
| 6M | -16.9% | +0.1% | -17.0% | -17.7% |
| YTD | +21.2% | +11.1% | +10.1% | +12.0% |
| 1Y | +27.5% | +4.9% | +22.6% | +21.8% |
| 3Y | -6.4% | +58.6% | -65.0% | -32.3% |
| 5Y | +58.0% | +47.3% | +10.7% | +17.9% |
| 10Y | -14.6% | +151.3% | -166.0% | -52.2% |
| All | +534.0% | +3,620.6% | -3,086.6% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling