+404.6%
DHI vs HST
+110.3%
+294.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -5.4% | -2.5% | -3.0% | -4.5% |
| 3M | -10.4% | -5.1% | -5.3% | -8.7% |
| 6M | -2.8% | +21.6% | -24.4% | -10.0% |
| YTD | -3.4% | +31.6% | -35.0% | -13.3% |
| 1Y | -22.9% | +36.1% | -59.1% | -31.8% |
| 3Y | +20.7% | +66.5% | -45.8% | -2.1% |
| 5Y | +62.1% | +76.6% | -14.4% | +26.6% |
| All | +404.6% | +110.3% | +294.2% | +241.5% |
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