+74.6%
AG vs HST
+101.1%
-26.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +12.5% | -2.8% | +15.2% | +13.3% |
| 3M | +28.2% | -6.5% | +34.6% | +30.3% |
| 6M | -18.8% | +20.7% | -39.6% | -22.5% |
| YTD | +27.4% | +30.5% | -3.1% | +19.7% |
| 1Y | +132.2% | +36.8% | +95.4% | +115.5% |
| 3Y | +286.9% | +65.9% | +221.0% | +241.0% |
| 5Y | +72.8% | +73.9% | -1.1% | +51.1% |
| 10Y | +74.6% | +107.0% | -32.4% | +34.3% |
| All | +74.6% | +101.1% | -26.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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