+377.0%
DELL vs HST
+77.0%
+299.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -22.6% | -2.7% | -19.9% | -21.1% |
| 30D | -43.2% | +10.7% | -53.9% | -45.8% |
| 3M | -24.8% | +6.3% | -31.1% | -26.8% |
| 6M | +38.0% | +19.0% | +19.0% | +24.8% |
| YTD | +163.7% | +47.0% | +116.7% | +109.3% |
| 1Y | +122.5% | +53.4% | +69.1% | +71.3% |
| 3Y | +377.0% | +78.0% | +298.9% | +255.8% |
| All | +377.0% | +77.0% | +299.9% | +255.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling