+35.7%
HST vs DG
+23.4%
+12.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -1.0% | +8.4% | -9.4% | -1.7% |
| 30D | -12.3% | +4.9% | -17.2% | -12.6% |
| 3M | -6.4% | +29.3% | -35.7% | -8.2% |
| 6M | +15.0% | -11.3% | +26.3% | +15.2% |
| YTD | +30.5% | +1.8% | +28.8% | +30.0% |
| 1Y | +35.7% | +25.3% | +10.3% | +35.5% |
| All | +35.7% | +23.4% | +12.2% | +35.5% |
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