+1,171.8%
DVN vs HST
+1,330.6%
-158.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | -1.0% | +2.5% | +1.8% |
| 30D | +14.2% | -12.3% | +26.4% | +18.7% |
| 3M | +5.2% | -6.4% | +11.6% | +6.9% |
| 6M | +11.9% | +15.0% | -3.1% | +5.7% |
| YTD | +32.8% | +30.5% | +2.3% | +20.4% |
| 1Y | +38.6% | +35.7% | +2.9% | +23.8% |
| 3Y | +0.5% | +68.4% | -67.9% | -16.6% |
| 5Y | +111.0% | +73.1% | +37.9% | +72.3% |
| 10Y | +56.1% | +92.7% | -36.6% | +25.9% |
| All | +1,171.8% | +1,330.6% | -158.8% | +660.9% |
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 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