-10.4%
DOW vs HST
+56.8%
-67.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -2.9% | +2.0% | -4.9% | -3.9% |
| 30D | +2.0% | -5.2% | +7.2% | +4.7% |
| 3M | -12.5% | -6.2% | -6.3% | -10.3% |
| 6M | -9.2% | +20.4% | -29.6% | -19.8% |
| YTD | +30.8% | +30.6% | +0.1% | +10.3% |
| 1Y | +29.4% | +37.4% | -8.0% | +5.8% |
| 3Y | -34.6% | +66.1% | -100.7% | -52.3% |
| 5Y | -35.9% | +73.7% | -109.7% | -56.9% |
| All | -10.4% | +56.8% | -67.2% | -36.5% |
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