+122.4%
HST vs D
+48.0%
+74.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | -1.4% | +4.9% | +4.0% |
| 30D | +11.2% | +7.7% | +3.5% | +8.3% |
| 3M | +13.1% | -0.3% | +13.4% | +13.0% |
| 6M | +23.9% | +10.1% | +13.9% | +19.4% |
| YTD | +52.3% | +19.1% | +33.2% | +42.6% |
| 1Y | +56.7% | +15.9% | +40.8% | +48.0% |
| 3Y | +87.5% | +75.0% | +12.5% | +50.6% |
| 5Y | +82.8% | +13.4% | +69.4% | +70.1% |
| All | +122.4% | +48.0% | +74.4% | +108.7% |
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