+575.2%
HLT vs DTE
+137.8%
+437.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -0.6% |
| 30D | -5.0% | -4.4% | -0.6% | -3.4% |
| 3M | -10.4% | -8.3% | -2.1% | -7.5% |
| 6M | +3.2% | -8.1% | +11.3% | +6.3% |
| YTD | +6.7% | +4.4% | +2.3% | +4.3% |
| 1Y | +10.3% | +0.2% | +10.1% | +9.5% |
| 3Y | +99.3% | +42.6% | +56.7% | +68.5% |
| 5Y | +143.7% | +31.5% | +112.2% | +110.6% |
| All | +575.2% | +137.8% | +437.4% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling