+143.7%
HLT vs D
+3.9%
+139.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.6% | -1.6% | -1.0% | -2.3% |
| 30D | -2.6% | -3.5% | +0.9% | -2.1% |
| 3M | -9.4% | -1.6% | -7.8% | -9.3% |
| 6M | +2.7% | +5.8% | -3.1% | +1.5% |
| YTD | +6.8% | +14.5% | -7.7% | +4.0% |
| 1Y | +12.4% | +14.2% | -1.8% | +9.5% |
| 3Y | +100.2% | +59.0% | +41.2% | +82.7% |
| 5Y | +143.7% | +5.4% | +138.3% | +139.8% |
| All | +143.7% | +3.9% | +139.8% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling