+165.8%
DLR vs HST
+97.7%
+68.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.4% | +2.0% | +1.4% | +2.9% |
| 30D | -2.2% | -5.2% | +3.0% | -1.1% |
| 3M | +4.7% | -6.2% | +11.0% | +6.2% |
| 6M | +9.0% | +20.4% | -11.4% | +4.4% |
| YTD | +24.1% | +30.6% | -6.5% | +16.7% |
| 1Y | +20.9% | +37.4% | -16.4% | +12.2% |
| 3Y | +60.0% | +66.1% | -6.1% | +41.6% |
| 5Y | +35.3% | +73.7% | -38.4% | +18.4% |
| 10Y | +165.8% | +99.8% | +66.0% | +116.2% |
| All | +165.8% | +97.7% | +68.1% | +116.2% |
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