+388.2%
HST vs DGX
+8,796.3%
-8,408.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | -6.2% | +19.9% | -26.1% | -12.0% |
| 6M | +20.4% | +19.2% | +1.2% | +13.0% |
| YTD | +30.6% | +37.5% | -6.9% | +16.5% |
| 1Y | +37.4% | +31.3% | +6.1% | +24.1% |
| 3Y | +66.1% | +96.6% | -30.5% | +29.5% |
| 5Y | +73.7% | +64.3% | +9.4% | +41.4% |
| 10Y | +99.8% | +241.1% | -141.3% | +22.0% |
| All | +388.2% | +8,796.3% | -8,408.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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