+635.0%
HLT vs DLR
+553.5%
+81.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -2.6% | -2.9% | +0.2% | -2.0% |
| 3M | -9.4% | +3.2% | -12.6% | -10.4% |
| 6M | +2.7% | +3.9% | -1.1% | +1.5% |
| YTD | +6.8% | +21.4% | -14.7% | +1.7% |
| 1Y | +12.4% | +9.7% | +2.7% | +9.3% |
| 3Y | +100.2% | +56.5% | +43.6% | +77.8% |
| 5Y | +143.7% | +41.5% | +102.2% | +117.0% |
| 10Y | +584.9% | +171.3% | +413.6% | +403.3% |
| All | +635.0% | +553.5% | +81.6% | +389.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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