+99.8%
HST vs DD
+69.4%
+30.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | -5.2% | -7.4% | +2.2% | -1.3% |
| 3M | -6.2% | -6.4% | +0.2% | -3.1% |
| 6M | +20.4% | -2.5% | +22.9% | +20.6% |
| YTD | +30.6% | +10.2% | +20.4% | +21.8% |
| 1Y | +37.4% | +36.9% | +0.4% | +12.6% |
| 3Y | +66.1% | +47.0% | +19.1% | +26.7% |
| 5Y | +73.7% | +63.1% | +10.6% | +22.5% |
| 10Y | +99.8% | +68.2% | +31.6% | +13.0% |
| All | +99.8% | +69.4% | +30.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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