-28.2%
DHR vs HST
+72.4%
-100.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -1.4% |
| 30D | +0.2% | -5.2% | +5.5% | +1.8% |
| 3M | +12.1% | -6.2% | +18.3% | +13.8% |
| 6M | +5.4% | +20.4% | -15.0% | -1.2% |
| YTD | -10.0% | +30.6% | -40.6% | -17.9% |
| 1Y | +4.1% | +37.4% | -33.3% | -6.8% |
| 3Y | -5.2% | +66.1% | -71.3% | -20.7% |
| 5Y | -28.2% | +73.7% | -101.9% | -38.4% |
| All | -28.2% | +72.4% | -100.7% | -38.4% |
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