+122.4%
HST vs DOV
+325.7%
-203.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | +3.0% | +0.6% | +1.4% |
| 30D | +11.2% | +8.6% | +2.6% | +4.9% |
| 3M | +13.1% | +1.9% | +11.2% | +11.3% |
| 6M | +23.9% | -1.7% | +25.6% | +23.9% |
| YTD | +52.3% | +8.3% | +44.0% | +41.2% |
| 1Y | +56.7% | +16.6% | +40.1% | +37.8% |
| 3Y | +87.5% | +65.1% | +22.4% | +25.2% |
| 5Y | +82.8% | +29.2% | +53.6% | +43.8% |
| All | +122.4% | +325.7% | -203.2% | -14.1% |
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