+318.8%
HST vs DG
+612.5%
-293.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.5% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +10.7% | +9.5% | +1.2% | +8.6% |
| 3M | +6.3% | +5.5% | +0.8% | +4.8% |
| 6M | +19.0% | +16.1% | +2.9% | +14.9% |
| YTD | +47.0% | +2.7% | +44.4% | +44.9% |
| 1Y | +53.4% | +42.1% | +11.4% | +41.4% |
| 3Y | +78.0% | +19.3% | +58.7% | +62.9% |
| 5Y | +71.7% | -35.3% | +107.0% | +80.1% |
| 10Y | +146.2% | +123.9% | +22.3% | +75.2% |
| All | +318.8% | +612.5% | -293.6% | +79.2% |
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 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