+1,081.8%
DIA vs HST
+337.4%
+744.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -2.7% | +1.7% | -0.2% |
| 30D | +0.3% | +10.7% | -10.4% | -2.5% |
| 3M | -4.5% | +6.3% | -10.8% | -6.1% |
| 6M | +3.4% | +19.0% | -15.6% | -1.7% |
| YTD | +7.8% | +47.0% | -39.3% | -3.3% |
| 1Y | +10.7% | +53.4% | -42.7% | -1.8% |
| 3Y | +57.5% | +78.0% | -20.5% | +32.8% |
| 5Y | +53.7% | +71.7% | -18.0% | +27.9% |
| 10Y | +247.2% | +146.2% | +101.0% | +148.4% |
| All | +1,081.8% | +337.4% | +744.3% | +477.8% |
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