+131.0%
HLT vs D
+73.4%
+57.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | +13.7% | +7.7% | +6.0% | +12.6% |
| 3M | +16.3% | -0.3% | +16.6% | +16.4% |
| 6M | +19.9% | +10.1% | +9.9% | +18.0% |
| YTD | +30.1% | +19.1% | +11.0% | +26.4% |
| 1Y | +38.5% | +15.9% | +22.6% | +35.1% |
| 3Y | +131.0% | +75.0% | +56.0% | +112.6% |
| All | +131.0% | +73.4% | +57.7% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling