+56.7%
HST vs DG
+31.9%
+24.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +11.2% | +3.2% | +8.0% | +10.9% |
| 3M | +13.1% | +10.4% | +2.7% | +12.0% |
| 6M | +23.9% | +33.2% | -9.3% | +20.7% |
| YTD | +52.3% | +3.0% | +49.3% | +51.7% |
| 1Y | +56.7% | +31.2% | +25.5% | +57.4% |
| All | +56.7% | +31.9% | +24.8% | +57.4% |
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