+65.0%
HST vs DTE
+47.2%
+17.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.8% | -0.5% | -2.3% | -2.7% |
| 3M | -6.5% | -6.0% | -0.4% | -5.1% |
| 6M | +20.7% | -7.2% | +27.9% | +22.8% |
| YTD | +30.5% | +7.2% | +23.3% | +26.8% |
| 1Y | +36.8% | +4.1% | +32.7% | +34.2% |
| All | +65.0% | +47.2% | +17.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling