+75.6%
HST vs D
+23.9%
+51.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | +0.4% |
| 7D | +3.3% | +8.5% | -5.2% | +1.6% |
| 30D | +16.4% | +14.3% | +2.0% | +13.0% |
| 3M | +5.5% | +1.8% | +3.7% | +5.4% |
| 6M | +31.1% | +13.0% | +18.1% | +27.0% |
| YTD | +55.9% | +22.7% | +33.2% | +46.1% |
| 1Y | +75.6% | +22.6% | +53.0% | +64.6% |
| All | +75.6% | +23.9% | +51.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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