+43.9%
DE vs HST
+53.2%
-9.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.3% | +3.6% | -3.3% | -0.8% |
| 30D | +3.6% | +11.2% | -7.6% | +0.1% |
| 3M | +10.2% | +13.1% | -2.8% | +5.9% |
| 6M | +16.6% | +23.9% | -7.3% | +7.3% |
| YTD | +45.8% | +52.3% | -6.5% | +20.4% |
| 1Y | +43.9% | +56.7% | -12.8% | +17.0% |
| All | +43.9% | +53.2% | -9.3% | +17.0% |
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