+70.8%
GD vs HST
+68.9%
+1.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.3% | -1.0% | -4.2% | -5.0% |
| 30D | -6.4% | -12.3% | +5.8% | -3.8% |
| 3M | +5.7% | -6.4% | +12.1% | +6.9% |
| 6M | -0.9% | +15.0% | -16.0% | -4.8% |
| YTD | +8.2% | +30.5% | -22.3% | +0.7% |
| 1Y | +13.4% | +35.7% | -22.2% | +4.5% |
| All | +70.8% | +68.9% | +1.9% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling