+67.5%
HST vs D
+56.9%
+10.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -1.0% | +0.4% | -1.5% | -1.2% |
| 30D | -12.3% | -3.6% | -8.7% | -11.5% |
| 3M | -6.4% | -1.0% | -5.4% | -6.2% |
| 6M | +15.0% | +6.3% | +8.7% | +13.0% |
| YTD | +30.5% | +14.7% | +15.8% | +25.8% |
| 1Y | +35.7% | +16.9% | +18.7% | +30.1% |
| All | +67.5% | +56.9% | +10.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling