+34.3%
DLR vs HST
+74.0%
-39.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -3.4% | -12.3% | +8.9% | +1.1% |
| 3M | +0.5% | -6.4% | +6.9% | +2.7% |
| 6M | +4.6% | +15.0% | -10.5% | -0.8% |
| YTD | +23.4% | +30.5% | -7.1% | +11.8% |
| 1Y | +19.0% | +35.7% | -16.6% | +6.0% |
| 3Y | +56.5% | +68.4% | -11.9% | +26.8% |
| All | +34.3% | +74.0% | -39.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling