+96.7%
HST vs DRI
+363.5%
-266.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -12.3% | +3.8% | -16.1% | -14.1% |
| 3M | -6.4% | +13.0% | -19.4% | -12.5% |
| 6M | +15.0% | +8.3% | +6.7% | +9.4% |
| YTD | +30.5% | +20.6% | +9.9% | +16.9% |
| 1Y | +35.7% | +6.5% | +29.2% | +28.9% |
| 3Y | +68.4% | +53.7% | +14.7% | +30.0% |
| 5Y | +73.1% | +72.7% | +0.4% | +24.6% |
| All | +96.7% | +363.5% | -266.8% | -14.4% |
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