+144.6%
HST vs DAR
+269.9%
-125.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | +0.6% | -3.8% | +4.4% | +2.0% |
| 30D | +14.5% | -14.4% | +28.9% | +20.9% |
| 3M | +15.4% | -17.9% | +33.3% | +23.1% |
| 6M | +22.0% | -18.3% | +40.3% | +29.0% |
| YTD | +54.9% | +43.2% | +11.6% | +30.4% |
| 1Y | +54.0% | +57.7% | -3.7% | +24.4% |
| 3Y | +90.4% | +22.7% | +67.7% | +58.9% |
| 5Y | +84.2% | -34.0% | +118.3% | +94.3% |
| 10Y | +144.6% | +279.5% | -134.9% | +13.4% |
| All | +144.6% | +269.9% | -125.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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