+2,662.4%
DELL vs HST
+133.7%
+2,528.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.1% |
| 7D | +4.9% | +3.6% | +1.3% | +3.3% |
| 30D | -32.1% | +11.2% | -43.3% | -34.9% |
| 3M | -30.2% | +13.1% | -43.3% | -33.6% |
| 6M | +41.7% | +23.9% | +17.8% | +29.0% |
| YTD | +176.6% | +52.3% | +124.3% | +130.7% |
| 1Y | +159.9% | +56.7% | +103.3% | +113.9% |
| 3Y | +388.0% | +87.5% | +300.5% | +269.9% |
| 5Y | +578.2% | +82.8% | +495.4% | +409.0% |
| All | +2,662.4% | +133.7% | +2,528.7% | +1,836.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling