+57.9%
DIA vs HST
+82.3%
-24.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +3.6% | -1.4% | +1.0% |
| 30D | +1.5% | +11.2% | -9.7% | -1.8% |
| 3M | -2.4% | +13.1% | -15.5% | -6.2% |
| 6M | +6.0% | +23.9% | -18.0% | -1.3% |
| YTD | +10.1% | +52.3% | -42.2% | -4.1% |
| 1Y | +11.8% | +56.7% | -44.9% | -3.6% |
| 3Y | +59.7% | +87.5% | -27.8% | +28.0% |
| All | +57.9% | +82.3% | -24.4% | +26.5% |
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