+1,122.0%
DELL vs HST
+72.4%
+1,049.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +25.6% | +2.0% | +23.6% | +24.6% |
| 30D | +17.7% | -5.2% | +22.9% | +20.8% |
| 3M | +33.4% | -6.2% | +39.7% | +37.0% |
| 6M | +266.2% | +20.4% | +245.8% | +229.8% |
| YTD | +328.0% | +30.6% | +297.4% | +268.4% |
| 1Y | +339.6% | +37.4% | +302.2% | +265.8% |
| 3Y | +694.6% | +66.1% | +628.5% | +488.7% |
| 5Y | +1,122.0% | +73.7% | +1,048.3% | +768.4% |
| All | +1,122.0% | +72.4% | +1,049.6% | +768.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling