+634.9%
HLT vs DE
+879.8%
-244.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.6% |
| 30D | -5.0% | +9.0% | -14.1% | -8.6% |
| 3M | -10.4% | +19.1% | -29.5% | -17.2% |
| 6M | +3.2% | +14.4% | -11.1% | -3.4% |
| YTD | +6.7% | +45.9% | -39.2% | -10.4% |
| 1Y | +10.3% | +43.6% | -33.3% | -7.1% |
| 3Y | +99.3% | +75.9% | +23.5% | +51.2% |
| 5Y | +143.7% | +98.8% | +44.9% | +69.5% |
| 10Y | +584.7% | +861.4% | -276.7% | +142.1% |
| All | +634.9% | +879.8% | -244.8% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling