+99.3%
HLT vs DT
+7.2%
+92.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -5.0% | +3.0% | -8.1% | -5.6% |
| 3M | -10.4% | +26.5% | -36.9% | -14.3% |
| 6M | +3.2% | +35.9% | -32.7% | -3.4% |
| YTD | +6.7% | +17.8% | -11.1% | +3.2% |
| 1Y | +10.3% | +4.1% | +6.2% | +10.1% |
| 3Y | +99.3% | +5.3% | +94.0% | +95.1% |
| All | +99.3% | +7.2% | +92.1% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling