-17.4%
GIS vs HST
+76.4%
-93.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.1% |
| 7D | +8.5% | +3.3% | +5.1% | +8.3% |
| 30D | +15.3% | +16.4% | -1.0% | +14.2% |
| 3M | +0.9% | +5.5% | -4.5% | +0.7% |
| 6M | +7.9% | +31.1% | -23.2% | +6.3% |
| YTD | -17.6% | +55.9% | -73.5% | -20.3% |
| 1Y | -17.4% | +75.6% | -93.0% | -19.8% |
| All | -17.4% | +76.4% | -93.8% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling