+12,556.3%
DHI vs HST
+2,460.5%
+10,095.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.0% | +2.0% | -4.0% | -2.9% |
| 30D | -8.3% | -5.2% | -3.1% | -6.3% |
| 3M | -3.7% | -6.2% | +2.5% | -1.2% |
| 6M | -5.4% | +20.4% | -25.8% | -12.7% |
| YTD | -3.0% | +30.6% | -33.6% | -13.6% |
| 1Y | -23.8% | +37.4% | -61.2% | -33.8% |
| 3Y | +21.8% | +66.1% | -44.3% | -3.6% |
| 5Y | +59.6% | +73.7% | -14.1% | +20.4% |
| 10Y | +391.2% | +99.8% | +291.4% | +212.3% |
| All | +12,556.3% | +2,460.5% | +10,095.8% | +5,883.7% |
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