+73.7%
HST vs DG
-37.3%
+111.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | +2.0% | -2.5% | +4.4% | +2.2% |
| 30D | -5.2% | +1.0% | -6.2% | -5.4% |
| 3M | -6.2% | +20.3% | -26.6% | -8.2% |
| 6M | +20.4% | -11.7% | +32.2% | +21.6% |
| YTD | +30.6% | -2.3% | +33.0% | +30.4% |
| 1Y | +37.4% | +20.0% | +17.4% | +33.9% |
| 3Y | +66.1% | +7.2% | +58.9% | +60.9% |
| 5Y | +73.7% | -37.9% | +111.6% | +89.2% |
| All | +73.7% | -37.3% | +111.0% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling