+99.8%
HST vs DAR
+367.0%
-267.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -1.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | -5.2% | +13.0% | -18.2% | -9.9% |
| 3M | -6.2% | +15.0% | -21.2% | -12.1% |
| 6M | +20.4% | +26.8% | -6.4% | +7.8% |
| YTD | +30.6% | +86.4% | -55.8% | +0.3% |
| 1Y | +37.4% | +115.1% | -77.7% | -1.6% |
| 3Y | +66.1% | +14.6% | +51.5% | +46.0% |
| 5Y | +73.7% | -8.8% | +82.5% | +61.3% |
| 10Y | +99.8% | +356.5% | -256.7% | -15.9% |
| All | +99.8% | +367.0% | -267.2% | -15.9% |
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