+630.8%
HLT vs DRI
+582.1%
+48.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.4% |
| 7D | -2.4% | -1.2% | -1.2% | -1.9% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -10.6% | +9.5% | -20.1% | -14.3% |
| 6M | +2.0% | +6.5% | -4.4% | -1.3% |
| YTD | +6.1% | +18.4% | -12.3% | -2.3% |
| 1Y | +9.8% | +4.2% | +5.6% | +6.4% |
| 3Y | +99.0% | +57.1% | +41.9% | +58.4% |
| 5Y | +151.5% | +70.4% | +81.1% | +92.1% |
| 10Y | +561.1% | +354.0% | +207.1% | +234.6% |
| All | +630.8% | +582.1% | +48.7% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling