+137.1%
HST vs D
+47.5%
+89.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.3% | -2.4% | +1.2% | -0.5% |
| 30D | +13.4% | +9.0% | +4.4% | +10.0% |
| 3M | +16.7% | +1.0% | +15.7% | +16.1% |
| 6M | +24.0% | +11.0% | +13.0% | +19.2% |
| YTD | +54.0% | +19.8% | +34.2% | +44.0% |
| 1Y | +55.0% | +16.0% | +39.1% | +46.4% |
| 3Y | +89.3% | +74.4% | +15.0% | +52.4% |
| 5Y | +85.4% | +13.5% | +71.9% | +72.5% |
| 10Y | +137.1% | +48.4% | +88.8% | +126.2% |
| All | +137.1% | +47.5% | +89.7% | +126.2% |
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