+341.1%
HST vs DG
+631.4%
-290.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +0.6% | +5.2% | -4.6% | -0.4% |
| 30D | +14.5% | +7.9% | +6.6% | +12.7% |
| 3M | +15.4% | +12.7% | +2.7% | +12.5% |
| 6M | +22.0% | +22.4% | -0.4% | +16.6% |
| YTD | +54.9% | +5.4% | +49.4% | +51.8% |
| 1Y | +54.0% | +39.4% | +14.6% | +42.4% |
| 3Y | +90.4% | +24.1% | +66.3% | +72.8% |
| 5Y | +84.2% | -32.2% | +116.4% | +91.3% |
| 10Y | +144.6% | +111.8% | +32.8% | +77.5% |
| All | +341.1% | +631.4% | -290.3% | +87.9% |
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