+36.2%
HST vs DTE
+2.7%
+33.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | -0.7% | -2.4% | +1.7% | -0.3% |
| 3M | -4.0% | -7.3% | +3.3% | -2.8% |
| 6M | +20.7% | -7.6% | +28.3% | +22.2% |
| YTD | +31.0% | +5.8% | +25.2% | +24.8% |
| 1Y | +36.2% | +2.3% | +33.9% | +33.7% |
| All | +36.2% | +2.7% | +33.5% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling