+3.0%
GD vs HST
+22.9%
-19.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.3% | -1.9% |
| 7D | -3.9% | -4.2% | +0.3% | -3.5% |
| 30D | +8.1% | +9.6% | -1.5% | +8.2% |
| 3M | -6.8% | -1.1% | -5.7% | -6.8% |
| 6M | +3.0% | +21.1% | -18.1% | -0.2% |
| All | +3.0% | +22.9% | -19.9% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling