+5.9%
DLR vs HST
+47.4%
-41.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -2.5% |
| 30D | -3.5% | +10.7% | -14.2% | -6.1% |
| 3M | -8.9% | +6.3% | -15.2% | -10.4% |
| 6M | -11.6% | +19.0% | -30.6% | -15.8% |
| YTD | +14.9% | +47.0% | -32.1% | +4.4% |
| All | +5.9% | +47.4% | -41.5% | -3.3% |
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