+122.6%
HST vs DAR
+307.1%
-184.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | +3.6% | +9.2% | -5.6% | +0.2% |
| 30D | +9.9% | -12.3% | +22.2% | +14.9% |
| 3M | +12.9% | -12.7% | +25.7% | +17.7% |
| 6M | +22.9% | -12.8% | +35.6% | +26.8% |
| YTD | +52.4% | +53.8% | -1.4% | +25.0% |
| 1Y | +52.5% | +60.3% | -7.7% | +22.7% |
| 3Y | +87.4% | +31.7% | +55.7% | +52.2% |
| 5Y | +82.9% | -27.7% | +110.7% | +86.1% |
| All | +122.6% | +307.1% | -184.5% | +0.1% |
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