+20.9%
DLR vs HST
+36.9%
-15.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.4% | +2.0% | +1.4% | +2.8% |
| 30D | -2.2% | -5.2% | +3.0% | -0.7% |
| 3M | +4.7% | -6.2% | +11.0% | +6.5% |
| 6M | +9.0% | +20.4% | -11.4% | +4.0% |
| YTD | +24.1% | +30.6% | -6.5% | +16.2% |
| 1Y | +20.9% | +37.4% | -16.4% | +12.1% |
| All | +20.9% | +36.9% | -15.9% | +12.1% |
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