+137.1%
HST vs DRI
+339.9%
-202.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -0.7% | -0.5% | -0.9% |
| 30D | +13.4% | +14.7% | -1.3% | +5.8% |
| 3M | +16.7% | +5.4% | +11.3% | +13.1% |
| 6M | +24.0% | +18.8% | +5.2% | +12.5% |
| YTD | +54.0% | +28.4% | +25.6% | +33.2% |
| 1Y | +55.0% | +37.7% | +17.4% | +29.3% |
| 3Y | +89.3% | +68.0% | +21.4% | +39.4% |
| 5Y | +85.4% | +78.8% | +6.6% | +31.0% |
| 10Y | +137.1% | +334.2% | -197.0% | +7.9% |
| All | +137.1% | +339.9% | -202.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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