+575.2%
HLT vs DD
+66.6%
+508.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -1.6% | -3.5% | +1.9% | -0.1% |
| 30D | -5.0% | -11.7% | +6.6% | +0.2% |
| 3M | -10.4% | -9.2% | -1.2% | -6.7% |
| 6M | +3.2% | -7.2% | +10.4% | +5.7% |
| YTD | +6.7% | +6.6% | +0.1% | +2.2% |
| 1Y | +10.3% | +32.0% | -21.7% | -4.6% |
| 3Y | +99.3% | +42.1% | +57.2% | +61.7% |
| 5Y | +143.7% | +58.1% | +85.6% | +85.0% |
| All | +575.2% | +66.6% | +508.7% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling