-10.8%
DOW vs HST
+56.7%
-67.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -2.4% | -1.0% | -1.4% | -1.9% |
| 30D | +0.4% | -12.3% | +12.6% | +7.1% |
| 3M | -14.4% | -6.4% | -8.0% | -12.1% |
| 6M | -7.0% | +15.0% | -22.0% | -15.7% |
| YTD | +30.2% | +30.5% | -0.3% | +9.9% |
| 1Y | +29.2% | +35.7% | -6.5% | +6.4% |
| 3Y | -36.7% | +68.4% | -105.1% | -54.3% |
| 5Y | -37.7% | +73.1% | -110.8% | -58.0% |
| All | -10.8% | +56.7% | -67.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling