+1.7%
DVN vs HST
+68.6%
-66.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | +2.0% | -3.3% | -2.1% |
| 30D | +12.6% | -5.2% | +17.8% | +14.7% |
| 3M | +8.1% | -6.2% | +14.4% | +9.9% |
| 6M | +10.2% | +20.4% | -10.3% | -1.4% |
| YTD | +33.8% | +30.6% | +3.1% | +14.0% |
| 1Y | +43.9% | +37.4% | +6.5% | +18.9% |
| 3Y | +1.7% | +66.1% | -64.4% | -27.0% |
| All | +1.7% | +68.6% | -66.9% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling