+46.1%
DE vs HST
+76.4%
-30.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +5.6% | +3.3% | +2.3% | +4.6% |
| 30D | -0.8% | +16.4% | -17.2% | -5.1% |
| 3M | +9.8% | +5.5% | +4.4% | +8.2% |
| 6M | +17.5% | +31.1% | -13.6% | +7.3% |
| YTD | +46.5% | +55.9% | -9.5% | +25.4% |
| 1Y | +46.1% | +75.6% | -29.5% | +21.7% |
| All | +46.1% | +76.4% | -30.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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