+69.6%
HST vs DD
+46.1%
+23.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.0% | -3.5% | +2.5% | +0.5% |
| 30D | -12.3% | -10.3% | -1.9% | -8.2% |
| 3M | -6.4% | -7.5% | +1.2% | -3.4% |
| 6M | +15.0% | -8.0% | +23.0% | +18.2% |
| YTD | +30.5% | +10.5% | +20.0% | +23.3% |
| 1Y | +35.7% | +38.3% | -2.6% | +15.0% |
| All | +69.6% | +46.1% | +23.4% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling