+107.0%
HST vs DG
+102.6%
+4.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.3% |
| 30D | -2.8% | +1.8% | -4.5% | -3.1% |
| 3M | -6.5% | +14.5% | -20.9% | -8.4% |
| 6M | +20.7% | -13.6% | +34.3% | +22.7% |
| YTD | +30.5% | -4.8% | +35.3% | +30.6% |
| 1Y | +36.8% | +21.6% | +15.2% | +31.8% |
| 3Y | +65.9% | +4.5% | +61.4% | +59.1% |
| 5Y | +73.9% | -38.5% | +112.4% | +85.5% |
| 10Y | +107.0% | +102.2% | +4.8% | +58.0% |
| All | +107.0% | +102.6% | +4.4% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling