+54.0%
HL vs DTE
+3,444.9%
-3,390.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.5% |
| 7D | -5.6% | -2.0% | -3.6% | -4.8% |
| 30D | +12.7% | -2.4% | +15.1% | +13.8% |
| 3M | +42.5% | -7.3% | +49.8% | +46.6% |
| 6M | -9.0% | -7.6% | -1.4% | -6.5% |
| YTD | +4.4% | +5.8% | -1.4% | +1.2% |
| 1Y | +82.7% | +2.3% | +80.3% | +79.6% |
| 3Y | +406.3% | +45.0% | +361.3% | +329.3% |
| 5Y | +238.2% | +33.2% | +204.9% | +196.4% |
| 10Y | +268.9% | +141.4% | +127.5% | +155.2% |
| All | +54.0% | +3,444.9% | -3,390.8% | +23.3% |
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