+636.0%
HST vs DAR
+1,762.6%
-1,126.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | -12.3% | +12.8% | -25.0% | -13.5% |
| 3M | -6.4% | +7.4% | -13.7% | -7.4% |
| 6M | +15.0% | +22.3% | -7.3% | +12.0% |
| YTD | +30.5% | +81.1% | -50.6% | +21.7% |
| 1Y | +35.7% | +106.5% | -70.8% | +24.3% |
| 3Y | +68.4% | +5.3% | +63.1% | +63.9% |
| 5Y | +73.1% | -11.5% | +84.7% | +70.8% |
| 10Y | +92.7% | +353.3% | -260.6% | +62.7% |
| All | +636.0% | +1,762.6% | -1,126.6% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling