+99.3%
HLT vs DG
+4.6%
+94.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.6% | -6.5% | +4.9% | -1.4% |
| 30D | -5.0% | +4.2% | -9.2% | -5.2% |
| 3M | -10.4% | +9.5% | -19.9% | -10.7% |
| 6M | +3.2% | -13.1% | +16.4% | +3.4% |
| YTD | +6.7% | -4.8% | +11.6% | +6.7% |
| 1Y | +10.3% | +20.6% | -10.3% | +9.7% |
| 3Y | +99.3% | +4.9% | +94.4% | +112.8% |
| All | +99.3% | +4.6% | +94.7% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling