+39.0%
DVN vs HST
+76.4%
-37.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -7.1% |
| 7D | -13.9% | +3.3% | -17.3% | -13.4% |
| 30D | -8.0% | +16.4% | -24.4% | -5.5% |
| 3M | +0.8% | +5.5% | -4.7% | +2.1% |
| 6M | -12.8% | +31.1% | -43.9% | -10.1% |
| YTD | +22.7% | +55.9% | -33.2% | +21.1% |
| 1Y | +39.0% | +75.6% | -36.6% | +35.3% |
| All | +39.0% | +76.4% | -37.4% | +35.3% |
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