+138.4%
HLT vs DE
+97.2%
+41.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | -5.0% | +9.0% | -14.1% | -7.8% |
| 3M | -10.4% | +19.1% | -29.5% | -16.0% |
| 6M | +3.2% | +14.4% | -11.1% | -2.1% |
| YTD | +6.7% | +45.9% | -39.2% | -8.0% |
| 1Y | +10.3% | +43.6% | -33.3% | -4.6% |
| 3Y | +99.3% | +75.9% | +23.5% | +57.8% |
| All | +138.4% | +97.2% | +41.3% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling