-26.7%
DT vs HST
+74.0%
-100.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -3.3% | -1.0% | -2.3% | -2.9% |
| 30D | +2.0% | -12.3% | +14.3% | +8.2% |
| 3M | +20.0% | -6.4% | +26.4% | +23.2% |
| 6M | +39.3% | +15.0% | +24.3% | +28.9% |
| YTD | +19.8% | +30.5% | -10.8% | +3.9% |
| 1Y | +4.3% | +35.7% | -31.4% | -11.8% |
| 3Y | +7.7% | +68.4% | -60.7% | -21.6% |
| All | -26.7% | +74.0% | -100.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling