+108.1%
HST vs DVA
+187.5%
-79.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -0.7% | +1.7% | -2.3% | -1.1% |
| 3M | -4.0% | -8.7% | +4.7% | -2.5% |
| 6M | +20.7% | +19.7% | +1.0% | +13.1% |
| YTD | +31.0% | +59.6% | -28.6% | +12.2% |
| 1Y | +36.2% | +37.1% | -0.9% | +21.7% |
| 3Y | +66.6% | +89.8% | -23.1% | +31.0% |
| 5Y | +75.8% | +47.4% | +28.4% | +44.6% |
| All | +108.1% | +187.5% | -79.4% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling