+65.7%
DIA vs HST
+74.0%
-8.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | -1.5% | -12.3% | +10.7% | +2.4% |
| 3M | +3.8% | -6.4% | +10.1% | +5.6% |
| 6M | +10.3% | +15.0% | -4.7% | +5.0% |
| YTD | +12.1% | +30.5% | -18.4% | +2.5% |
| 1Y | +18.6% | +35.7% | -17.0% | +6.9% |
| 3Y | +60.6% | +68.4% | -7.7% | +33.1% |
| All | +65.7% | +74.0% | -8.3% | +33.5% |
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