+75.6%
HST vs DG
+45.3%
+30.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.2% | +0.7% |
| 7D | +3.3% | +12.3% | -8.9% | +2.5% |
| 30D | +16.4% | +19.3% | -2.9% | +15.0% |
| 3M | +5.5% | +11.9% | -6.4% | +4.6% |
| 6M | +31.1% | +25.0% | +6.2% | +29.2% |
| YTD | +55.9% | +8.7% | +47.2% | +55.2% |
| 1Y | +75.6% | +44.7% | +30.9% | +84.9% |
| All | +75.6% | +45.3% | +30.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling