+67.9%
AG vs HST
+72.4%
-4.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +4.5% | +2.0% | +2.5% | +3.7% |
| 30D | +12.9% | -5.2% | +18.1% | +15.4% |
| 3M | +20.9% | -6.2% | +27.2% | +24.3% |
| 6M | -19.5% | +20.4% | -40.0% | -25.7% |
| YTD | +24.8% | +30.6% | -5.8% | +11.8% |
| 1Y | +120.2% | +37.4% | +82.9% | +92.9% |
| 3Y | +279.0% | +66.1% | +212.9% | +199.9% |
| 5Y | +67.9% | +73.7% | -5.8% | +29.4% |
| All | +67.9% | +72.4% | -4.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling