+44.5%
DVN vs HST
+37.1%
+7.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.6% |
| 30D | +10.2% | -0.7% | +10.8% | +10.2% |
| 3M | +8.1% | -4.0% | +12.1% | +7.5% |
| 6M | +15.9% | +20.7% | -4.8% | +11.6% |
| YTD | +38.2% | +31.0% | +7.2% | +27.6% |
| 1Y | +44.5% | +36.2% | +8.3% | +32.9% |
| All | +44.5% | +37.1% | +7.4% | +32.9% |
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