+138.4%
HLT vs DOW
-37.7%
+176.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -5.0% | -3.9% | -1.1% | -4.2% |
| 3M | -10.4% | -12.7% | +2.3% | -7.7% |
| 6M | +3.2% | -13.7% | +16.9% | +4.4% |
| YTD | +6.7% | +28.4% | -21.6% | -6.1% |
| 1Y | +10.3% | +21.8% | -11.5% | -2.0% |
| 3Y | +99.3% | -35.7% | +135.0% | +125.9% |
| All | +138.4% | -37.7% | +176.1% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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