+45.9%
HLT vs DT
-5.1%
+51.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +7.7% | -25.5% | +33.2% | +8.1% |
| 30D | +19.1% | -22.3% | +41.4% | +19.4% |
| 3M | +20.7% | +2.3% | +18.4% | +20.7% |
| 6M | +21.0% | +20.7% | +0.3% | +21.5% |
| YTD | +31.3% | +7.9% | +23.3% | +32.4% |
| 1Y | +45.9% | -5.7% | +51.6% | +50.5% |
| All | +45.9% | -5.1% | +51.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling