-4.2%
DT vs HST
+53.2%
-57.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.1% | +3.6% | -0.4% | +2.5% |
| 30D | -29.5% | +11.2% | -40.7% | -30.4% |
| 3M | -11.7% | +13.1% | -24.8% | -12.9% |
| 6M | +29.0% | +23.9% | +5.1% | +26.1% |
| YTD | +3.4% | +52.3% | -48.9% | -2.6% |
| 1Y | -4.2% | +56.7% | -60.9% | -11.2% |
| All | -4.2% | +53.2% | -57.4% | -11.2% |
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