+137.6%
HST vs D
+42.6%
+95.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -2.7% | +3.0% | -5.7% | -3.7% |
| 30D | +10.7% | +11.5% | -0.8% | +6.6% |
| 3M | +6.3% | +3.7% | +2.5% | +4.8% |
| 6M | +19.0% | +13.5% | +5.4% | +13.5% |
| YTD | +47.0% | +20.7% | +26.3% | +37.2% |
| 1Y | +53.4% | +18.2% | +35.2% | +44.0% |
| 3Y | +78.0% | +73.3% | +4.7% | +43.8% |
| 5Y | +71.7% | +12.3% | +59.4% | +60.4% |
| All | +137.6% | +42.6% | +95.0% | +116.1% |
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