+976.6%
HL vs DT
+100.3%
+876.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | +9.3% | +3.0% | +6.3% | +8.1% |
| 3M | +32.0% | +26.5% | +5.5% | +23.6% |
| 6M | -6.4% | +35.9% | -42.4% | -15.2% |
| YTD | +3.1% | +17.8% | -14.7% | -3.3% |
| 1Y | +77.6% | +4.1% | +73.5% | +71.8% |
| 3Y | +392.8% | +5.3% | +387.5% | +363.0% |
| 5Y | +234.1% | -27.2% | +261.3% | +230.7% |
| All | +976.6% | +100.3% | +876.3% | +664.5% |
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