+71.7%
HST vs DRI
+72.9%
-1.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 3M | -6.4% | +13.0% | -19.4% | -12.7% |
| 6M | +15.0% | +8.3% | +6.7% | +9.1% |
| YTD | +30.5% | +20.6% | +9.9% | +15.8% |
| 1Y | +35.7% | +6.5% | +29.2% | +28.6% |
| 3Y | +68.4% | +53.7% | +14.7% | +25.4% |
| All | +71.7% | +72.9% | -1.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling