+82.3%
HST vs DTE
+46.4%
+35.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.6% | +3.4% | +0.1% | +2.4% |
| 30D | +11.2% | +8.9% | +2.3% | +7.9% |
| 3M | +13.1% | +1.1% | +12.0% | +12.6% |
| 6M | +23.9% | +0.1% | +23.8% | +23.5% |
| YTD | +52.3% | +11.1% | +41.2% | +45.2% |
| 1Y | +56.7% | +4.9% | +51.7% | +52.7% |
| 3Y | +87.5% | +58.6% | +29.0% | +51.6% |
| All | +82.3% | +46.4% | +35.9% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling