+1,140.6%
DVN vs HST
+1,569.3%
-428.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +10.4% | +3.6% | +6.8% | +9.1% |
| 30D | -6.7% | +11.2% | -17.9% | -10.0% |
| 3M | +5.6% | +13.1% | -7.5% | +1.3% |
| 6M | +0.7% | +23.9% | -23.2% | -6.9% |
| YTD | +29.6% | +52.3% | -22.7% | +11.5% |
| 1Y | +36.3% | +56.7% | -20.3% | +16.2% |
| 3Y | +13.2% | +87.5% | -74.4% | -9.3% |
| 5Y | +38.6% | +82.8% | -44.2% | +10.7% |
| 10Y | +60.9% | +134.6% | -73.7% | +22.1% |
| All | +1,140.6% | +1,569.3% | -428.7% | +605.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling