+188.5%
GD vs HST
+142.8%
+45.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -2.7% | -2.3% | -4.3% |
| 30D | +8.9% | +10.7% | -1.8% | +5.7% |
| 3M | -8.0% | +6.3% | -14.3% | -9.8% |
| 6M | +2.9% | +19.0% | -16.1% | -2.7% |
| YTD | +7.1% | +47.0% | -40.0% | -5.2% |
| 1Y | +5.9% | +53.4% | -47.5% | -7.5% |
| 3Y | +53.9% | +78.0% | -24.1% | +26.2% |
| 5Y | +95.4% | +71.7% | +23.7% | +56.5% |
| All | +188.5% | +142.8% | +45.7% | +97.9% |
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