+107.0%
HST vs DOV
+286.8%
-179.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.0% |
| 7D | -0.3% | +1.3% | -1.7% | -1.2% |
| 30D | -2.8% | -8.6% | +5.9% | +3.2% |
| 3M | -6.5% | -13.1% | +6.7% | +2.1% |
| 6M | +20.7% | -8.8% | +29.5% | +26.8% |
| YTD | +30.5% | -1.2% | +31.7% | +29.3% |
| 1Y | +36.8% | +10.7% | +26.1% | +24.3% |
| 3Y | +65.9% | +39.3% | +26.6% | +26.4% |
| 5Y | +73.9% | +16.4% | +57.5% | +47.8% |
| 10Y | +107.0% | +302.5% | -195.4% | -3.6% |
| All | +107.0% | +286.8% | -179.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling