+99.3%
HLT vs DE
+74.6%
+24.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -1.0% |
| 30D | -5.0% | +9.0% | -14.1% | -7.2% |
| 3M | -10.4% | +19.1% | -29.5% | -15.0% |
| 6M | +3.2% | +14.4% | -11.1% | -1.1% |
| YTD | +6.7% | +45.9% | -39.2% | -6.2% |
| 1Y | +10.3% | +43.6% | -33.3% | -2.8% |
| 3Y | +99.3% | +75.9% | +23.5% | +68.3% |
| All | +99.3% | +74.6% | +24.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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