+164.7%
HLT vs D
+13.1%
+151.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | +13.7% | +7.7% | +6.0% | +12.3% |
| 3M | +16.3% | -0.3% | +16.6% | +16.4% |
| 6M | +19.9% | +10.1% | +9.9% | +17.6% |
| YTD | +30.1% | +19.1% | +11.0% | +25.5% |
| 1Y | +38.5% | +15.9% | +22.6% | +34.3% |
| 3Y | +131.0% | +75.0% | +56.0% | +105.0% |
| All | +164.7% | +13.1% | +151.7% | +156.6% |
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 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