+181.2%
DLR vs HST
+133.7%
+47.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.3% | +3.6% | -0.3% | +2.5% |
| 30D | +4.6% | +11.2% | -6.6% | +2.2% |
| 3M | -8.3% | +13.1% | -21.4% | -10.8% |
| 6M | -5.6% | +23.9% | -29.5% | -10.1% |
| YTD | +18.7% | +52.3% | -33.6% | +8.0% |
| 1Y | +17.1% | +56.7% | -39.6% | +5.8% |
| 3Y | +54.4% | +87.5% | -33.2% | +33.2% |
| 5Y | +36.5% | +82.8% | -46.3% | +17.6% |
| All | +181.2% | +133.7% | +47.5% | +135.4% |
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