+1,330.6%
HST vs D
+2,347.4%
-1,016.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.0% | +1.5% | -2.5% | -1.8% |
| 30D | -12.3% | -2.6% | -9.7% | -11.1% |
| 3M | -6.4% | 0.0% | -6.4% | -6.5% |
| 6M | +15.0% | +7.4% | +7.7% | +10.1% |
| YTD | +30.5% | +15.9% | +14.6% | +20.0% |
| 1Y | +35.7% | +18.1% | +17.6% | +23.2% |
| 3Y | +68.4% | +58.4% | +10.0% | +26.5% |
| 5Y | +73.1% | +5.2% | +67.9% | +59.1% |
| 10Y | +92.7% | +35.9% | +56.9% | +42.5% |
| All | +1,330.6% | +2,347.4% | -1,016.8% | +80.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling