+1,512.4%
HST vs D
+2,488.7%
-976.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -4.2% | +6.9% | -11.1% | -7.5% |
| 30D | +9.6% | +12.3% | -2.8% | +3.0% |
| 3M | -1.1% | +3.0% | -4.1% | -2.9% |
| 6M | +21.1% | +12.8% | +8.3% | +12.9% |
| YTD | +47.1% | +22.6% | +24.5% | +31.0% |
| 1Y | +64.0% | +21.7% | +42.4% | +46.4% |
| 3Y | +77.1% | +83.9% | -6.8% | +23.1% |
| 5Y | +71.8% | +14.0% | +57.8% | +51.4% |
| 10Y | +146.3% | +45.6% | +100.7% | +75.1% |
| All | +1,512.4% | +2,488.7% | -976.3% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling