+82.1%
DT vs HST
+88.9%
-6.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -24.7% | -2.7% | -22.0% | -24.0% |
| 30D | -27.4% | +10.7% | -38.1% | -29.9% |
| 3M | -11.1% | +6.3% | -17.4% | -13.1% |
| 6M | +13.7% | +19.0% | -5.3% | +6.6% |
| YTD | +0.2% | +47.0% | -46.8% | -13.3% |
| 1Y | -5.7% | +53.4% | -59.1% | -19.8% |
| 3Y | -8.1% | +78.0% | -86.1% | -27.1% |
| 5Y | -43.1% | +71.7% | -114.8% | -54.7% |
| All | +82.1% | +88.9% | -6.8% | +35.7% |
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 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