+104.6%
GD vs HST
+83.2%
+21.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +9.5% | +13.4% | -3.9% | +6.5% |
| 3M | -5.8% | +16.7% | -22.5% | -9.0% |
| 6M | +7.7% | +24.0% | -16.3% | +2.5% |
| YTD | +11.1% | +54.0% | -42.9% | +0.5% |
| 1Y | +6.1% | +55.0% | -49.0% | -4.2% |
| 3Y | +59.8% | +89.3% | -29.5% | +36.4% |
| 5Y | +104.6% | +85.4% | +19.2% | +76.8% |
| All | +104.6% | +83.2% | +21.5% | +76.8% |
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