+168.4%
DLR vs HST
+138.5%
+29.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -3.5% | +10.7% | -14.2% | -5.6% |
| 3M | -8.9% | +6.3% | -15.2% | -10.1% |
| 6M | -11.6% | +19.0% | -30.6% | -15.0% |
| YTD | +14.9% | +47.0% | -32.1% | +5.3% |
| 1Y | +6.4% | +53.4% | -47.0% | -3.4% |
| 3Y | +47.3% | +78.0% | -30.7% | +28.5% |
| 5Y | +32.8% | +71.7% | -38.9% | +15.7% |
| All | +168.4% | +138.5% | +29.9% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling