+190.4%
GD vs HST
+142.9%
+47.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.3% | -0.7% |
| 7D | -3.9% | -4.2% | +0.3% | -2.7% |
| 30D | +8.1% | +9.6% | -1.5% | +5.2% |
| 3M | -6.8% | -1.1% | -5.7% | -6.7% |
| 6M | +3.0% | +21.1% | -18.1% | -3.2% |
| YTD | +7.8% | +47.1% | -39.3% | -4.6% |
| 1Y | +5.8% | +64.0% | -58.2% | -9.5% |
| 3Y | +55.3% | +77.1% | -21.8% | +27.6% |
| 5Y | +96.7% | +71.8% | +24.9% | +57.5% |
| All | +190.4% | +142.9% | +47.5% | +99.2% |
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