+1,511.7%
HST vs DD
+1,082.4%
+429.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -2.7% | +4.6% | -7.3% | -5.2% |
| 30D | +10.7% | +11.8% | -1.1% | +4.0% |
| 3M | +6.3% | +2.2% | +4.1% | +4.5% |
| 6M | +19.0% | -1.6% | +20.6% | +18.8% |
| YTD | +47.0% | +23.0% | +24.0% | +29.0% |
| 1Y | +53.4% | +26.9% | +26.5% | +32.3% |
| 3Y | +78.0% | +77.9% | +0.1% | +23.4% |
| 5Y | +71.7% | +59.9% | +11.8% | +24.7% |
| 10Y | +146.2% | +90.1% | +56.1% | +51.1% |
| All | +1,511.7% | +1,082.4% | +429.3% | +224.4% |
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