+575.2%
HLT vs DG
+101.8%
+473.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -1.6% | -6.5% | +4.9% | -0.9% |
| 30D | -5.0% | +4.2% | -9.2% | -5.5% |
| 3M | -10.4% | +9.5% | -19.9% | -11.5% |
| 6M | +3.2% | -13.1% | +16.4% | +4.5% |
| YTD | +6.7% | -4.8% | +11.6% | +6.8% |
| 1Y | +10.3% | +20.6% | -10.3% | +7.0% |
| 3Y | +99.3% | +4.9% | +94.4% | +93.4% |
| 5Y | +143.7% | -37.9% | +181.6% | +157.6% |
| All | +575.2% | +101.8% | +473.5% | +448.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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