+62,539.0%
DHR vs HST
+1,597.5%
+60,941.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | +7.4% | +14.5% | -7.1% | +4.2% |
| 3M | +13.0% | +15.4% | -2.4% | +9.3% |
| 6M | +38.5% | +22.0% | +16.5% | +32.0% |
| YTD | +3.8% | +54.9% | -51.1% | -6.4% |
| 1Y | +12.6% | +54.0% | -41.3% | +1.7% |
| 3Y | +22.0% | +90.4% | -68.5% | +4.4% |
| 5Y | -9.5% | +84.2% | -93.8% | -23.5% |
| 10Y | +249.4% | +144.6% | +104.8% | +157.5% |
| All | +62,539.0% | +1,597.5% | +60,941.5% | +25,469.3% |
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