+13.0%
DLR vs HST
+76.4%
-63.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | +2.8% | +3.3% | -0.5% | +1.8% |
| 30D | +2.8% | +16.4% | -13.6% | -1.7% |
| 3M | -4.0% | +5.5% | -9.5% | -5.6% |
| 6M | -5.6% | +31.1% | -36.7% | -12.4% |
| YTD | +21.9% | +55.9% | -34.0% | +9.2% |
| 1Y | +13.0% | +75.6% | -62.6% | -1.0% |
| All | +13.0% | +76.4% | -63.4% | -1.0% |
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