+54,893.9%
DHR vs HST
+1,330.6%
+53,563.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.9% | -1.0% | -2.9% | -3.7% |
| 30D | +4.0% | -12.3% | +16.3% | +7.0% |
| 3M | +11.5% | -6.4% | +17.9% | +12.9% |
| 6M | +1.9% | +15.0% | -13.1% | -1.6% |
| YTD | -8.9% | +30.5% | -39.4% | -14.6% |
| 1Y | +5.1% | +35.7% | -30.6% | -2.5% |
| 3Y | -10.3% | +68.4% | -78.7% | -21.1% |
| 5Y | -27.8% | +73.1% | -100.9% | -38.1% |
| 10Y | +203.6% | +92.7% | +110.9% | +136.2% |
| All | +54,893.9% | +1,330.6% | +53,563.3% | +23,239.1% |
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