+59.4%
DHI vs HST
+72.0%
-12.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -10.1% | -0.7% | -9.4% | -9.9% |
| 3M | -7.3% | -4.0% | -3.3% | -5.7% |
| 6M | -6.1% | +20.7% | -26.8% | -14.2% |
| YTD | -5.0% | +31.0% | -36.1% | -16.6% |
| 1Y | -22.1% | +36.2% | -58.3% | -32.9% |
| 3Y | +19.2% | +66.6% | -47.4% | -7.6% |
| 5Y | +59.4% | +75.8% | -16.4% | +22.6% |
| All | +59.4% | +72.0% | -12.6% | +22.6% |
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