+11.7%
DIA vs HST
+55.2%
-43.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | +1.1% | +14.5% | -13.4% | -2.7% |
| 3M | -2.9% | +15.4% | -18.3% | -6.8% |
| 6M | +5.9% | +22.0% | -16.1% | -0.9% |
| YTD | +9.8% | +54.9% | -45.1% | -5.3% |
| 1Y | +11.7% | +54.0% | -42.2% | -3.6% |
| All | +11.7% | +55.2% | -43.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling