+215.7%
DHR vs HST
+101.1%
+114.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -2.2% | -2.8% | +0.6% | -1.6% |
| 3M | +9.0% | -6.5% | +15.4% | +10.2% |
| 6M | +3.5% | +20.7% | -17.2% | -0.7% |
| YTD | -10.1% | +30.5% | -40.6% | -15.1% |
| 1Y | +6.2% | +36.8% | -30.6% | -0.8% |
| 3Y | -5.4% | +65.9% | -71.3% | -15.1% |
| 5Y | -27.9% | +73.9% | -101.8% | -36.1% |
| 10Y | +215.7% | +107.0% | +108.7% | +170.7% |
| All | +215.7% | +101.1% | +114.7% | +170.7% |
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 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