+144.6%
HST vs D
+44.7%
+99.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +0.6% | +2.4% | -1.8% | -0.2% |
| 30D | +14.5% | +10.9% | +3.6% | +10.5% |
| 3M | +15.4% | +2.8% | +12.6% | +14.1% |
| 6M | +22.0% | +12.7% | +9.3% | +16.6% |
| YTD | +54.9% | +20.3% | +34.5% | +44.6% |
| 1Y | +54.0% | +17.1% | +36.8% | +45.0% |
| 3Y | +90.4% | +75.1% | +15.3% | +53.1% |
| 5Y | +84.2% | +13.1% | +71.1% | +71.7% |
| 10Y | +144.6% | +48.3% | +96.4% | +132.6% |
| All | +144.6% | +44.7% | +99.9% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling