+14,609.3%
DE vs HST
+1,330.6%
+13,278.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +10.0% | -1.0% | +11.1% | +10.4% |
| 30D | +13.3% | -12.3% | +25.6% | +17.9% |
| 3M | +17.5% | -6.4% | +23.9% | +19.7% |
| 6M | +13.6% | +15.0% | -1.4% | +8.2% |
| YTD | +49.8% | +30.5% | +19.3% | +37.0% |
| 1Y | +47.9% | +35.7% | +12.2% | +33.2% |
| 3Y | +72.5% | +68.4% | +4.2% | +43.8% |
| 5Y | +90.2% | +73.1% | +17.1% | +53.6% |
| 10Y | +865.4% | +92.7% | +772.6% | +613.3% |
| All | +14,609.3% | +1,330.6% | +13,278.7% | +4,771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling