+271.8%
HST vs DG
+606.1%
-334.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -1.0% | +8.4% | -9.4% | -2.6% |
| 30D | -12.3% | +4.9% | -17.2% | -13.1% |
| 3M | -6.4% | +29.3% | -35.7% | -11.0% |
| 6M | +15.0% | -11.3% | +26.3% | +17.0% |
| YTD | +30.5% | +1.8% | +28.8% | +29.1% |
| 1Y | +35.7% | +25.3% | +10.3% | +28.2% |
| 3Y | +68.4% | +9.1% | +59.3% | +57.6% |
| 5Y | +73.1% | -34.9% | +108.0% | +81.6% |
| 10Y | +92.7% | +108.2% | -15.4% | +40.3% |
| All | +271.8% | +606.1% | -334.3% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling