+636.8%
HLT vs DAR
+229.3%
+407.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.2% | +7.4% | -8.7% | -3.6% |
| 3M | -10.3% | +15.7% | -26.0% | -14.9% |
| 6M | +1.3% | +30.0% | -28.8% | -7.7% |
| YTD | +7.0% | +87.5% | -80.5% | -13.1% |
| 1Y | +11.9% | +113.4% | -101.5% | -13.5% |
| 3Y | +100.7% | +15.3% | +85.4% | +80.4% |
| 5Y | +147.5% | -4.3% | +151.9% | +128.9% |
| 10Y | +586.5% | +380.2% | +206.4% | +248.1% |
| All | +636.8% | +229.3% | +407.5% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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