+99.3%
HLT vs DRI
+54.5%
+44.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -1.6% | -3.2% | +1.6% | -0.5% |
| 30D | -5.0% | -7.8% | +2.8% | -2.5% |
| 3M | -10.4% | +0.4% | -10.7% | -10.7% |
| 6M | +3.2% | +4.8% | -1.6% | +1.0% |
| YTD | +6.7% | +16.7% | -10.0% | +0.3% |
| 1Y | +10.3% | +1.5% | +8.8% | +8.5% |
| 3Y | +99.3% | +56.3% | +43.1% | +62.7% |
| All | +99.3% | +54.5% | +44.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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