+78.0%
HST vs DRI
+66.4%
+11.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.7% | +2.8% | -5.5% | -3.7% |
| 30D | +10.7% | +13.3% | -2.6% | +5.8% |
| 3M | +6.3% | +8.2% | -1.9% | +2.9% |
| 6M | +19.0% | +17.5% | +1.4% | +11.1% |
| YTD | +47.0% | +26.9% | +20.1% | +31.8% |
| 1Y | +53.4% | +31.6% | +21.9% | +35.2% |
| 3Y | +78.0% | +67.0% | +11.0% | +35.9% |
| All | +78.0% | +66.4% | +11.6% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling