+188.7%
GD vs HST
+92.5%
+96.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.9% |
| 7D | -5.3% | -1.0% | -4.2% | -5.0% |
| 30D | -6.4% | -12.3% | +5.8% | -2.9% |
| 3M | +5.7% | -6.4% | +12.1% | +7.4% |
| 6M | -0.9% | +15.0% | -16.0% | -5.5% |
| YTD | +8.2% | +30.5% | -22.3% | -0.8% |
| 1Y | +13.4% | +35.7% | -22.2% | +2.6% |
| 3Y | +68.5% | +68.4% | +0.1% | +40.2% |
| 5Y | +97.2% | +73.1% | +24.0% | +56.5% |
| All | +188.7% | +92.5% | +96.1% | +103.9% |
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