+4,681.2%
DELL vs HST
+84.7%
+4,596.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | -1.0% | +15.9% | +15.5% |
| 30D | +13.3% | -12.3% | +25.5% | +19.5% |
| 3M | +24.4% | -6.4% | +30.8% | +27.3% |
| 6M | +258.0% | +15.0% | +243.0% | +235.7% |
| YTD | +320.2% | +30.5% | +289.7% | +273.5% |
| 1Y | +319.1% | +35.7% | +283.4% | +264.4% |
| 3Y | +706.5% | +68.4% | +638.2% | +538.6% |
| 5Y | +1,071.9% | +73.1% | +998.8% | +805.7% |
| 10Y | +4,683.5% | +92.7% | +4,590.7% | +3,403.0% |
| All | +4,681.2% | +84.7% | +4,596.6% | +3,413.8% |
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 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