+33,242.5%
GILD vs HST
+2,479.7%
+30,762.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | +6.7% | -0.7% | +7.3% | +6.8% |
| 3M | +20.0% | -4.0% | +24.0% | +20.7% |
| 6M | -1.3% | +20.7% | -22.0% | -5.0% |
| YTD | +19.4% | +31.0% | -11.6% | +13.0% |
| 1Y | +28.9% | +36.2% | -7.3% | +20.9% |
| 3Y | +110.3% | +66.6% | +43.7% | +88.2% |
| 5Y | +144.8% | +75.8% | +69.0% | +112.0% |
| 10Y | +164.4% | +108.0% | +56.4% | +108.1% |
| All | +33,242.5% | +2,479.7% | +30,762.8% | +15,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling