+238.2%
HL vs DT
-27.8%
+266.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.3% |
| 7D | -5.6% | -2.5% | -3.1% | -5.1% |
| 30D | +12.7% | +3.5% | +9.2% | +11.7% |
| 3M | +42.5% | +26.7% | +15.8% | +35.3% |
| 6M | -9.0% | +36.1% | -45.1% | -15.6% |
| YTD | +4.4% | +18.6% | -14.3% | -0.5% |
| 1Y | +82.7% | +7.9% | +74.8% | +77.6% |
| 3Y | +406.3% | +8.6% | +397.7% | +380.2% |
| 5Y | +238.2% | -26.7% | +264.8% | +218.5% |
| All | +238.2% | -27.8% | +266.0% | +218.5% |
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 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