+1,330.6%
HST vs DD
+961.9%
+368.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.0% | -3.5% | +2.5% | +0.9% |
| 30D | -12.3% | -10.3% | -1.9% | -7.0% |
| 3M | -6.4% | -7.5% | +1.2% | -2.6% |
| 6M | +15.0% | -8.0% | +23.0% | +18.9% |
| YTD | +30.5% | +10.5% | +20.0% | +21.8% |
| 1Y | +35.7% | +38.3% | -2.6% | +11.2% |
| 3Y | +68.4% | +42.5% | +25.9% | +31.8% |
| 5Y | +73.1% | +60.2% | +13.0% | +25.4% |
| 10Y | +92.7% | +68.9% | +23.9% | +26.5% |
| All | +1,330.6% | +961.9% | +368.7% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling