+112.8%
HL vs DT
-37.8%
+150.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | -11.1% | +3.1% | -14.3% | -11.7% |
| 30D | -12.1% | -29.5% | +17.5% | -5.4% |
| 3M | -26.1% | -11.7% | -14.4% | -24.4% |
| 6M | -37.7% | +29.0% | -66.7% | -41.6% |
| YTD | -31.7% | +3.4% | -35.1% | -33.3% |
| 1Y | -11.6% | -4.2% | -7.4% | -11.9% |
| 3Y | +249.6% | -12.8% | +262.5% | +248.8% |
| All | +112.8% | -37.8% | +150.6% | +125.5% |
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