+0.7%
DT vs HST
+36.9%
-36.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -4.9% | +2.0% | -6.8% | -5.0% |
| 30D | +2.7% | -5.2% | +7.9% | +3.3% |
| 3M | +20.0% | -6.2% | +26.2% | +21.2% |
| 6M | +28.0% | +20.4% | +7.6% | +25.3% |
| YTD | +16.0% | +30.6% | -14.6% | +13.6% |
| 1Y | +0.7% | +37.4% | -36.6% | -1.0% |
| All | +0.7% | +36.9% | -36.2% | -1.0% |
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