+137.1%
HST vs DOV
+333.4%
-196.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +13.4% | +11.3% | +2.1% | +5.2% |
| 3M | +16.7% | +2.2% | +14.5% | +14.6% |
| 6M | +24.0% | -2.9% | +26.9% | +25.2% |
| YTD | +54.0% | +9.6% | +44.3% | +41.6% |
| 1Y | +55.0% | +16.7% | +38.4% | +36.4% |
| 3Y | +89.3% | +66.9% | +22.5% | +25.5% |
| 5Y | +85.4% | +32.0% | +53.4% | +43.6% |
| 10Y | +137.1% | +334.8% | -197.6% | -8.9% |
| All | +137.1% | +333.4% | -196.3% | -8.9% |
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