-16.8%
GIS vs HST
+101.1%
-117.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.6% | -0.3% | -8.3% | -8.6% |
| 30D | -0.5% | -2.8% | +2.3% | -0.3% |
| 3M | +11.9% | -6.5% | +18.4% | +12.2% |
| 6M | -11.6% | +20.7% | -32.3% | -12.4% |
| YTD | -16.3% | +30.5% | -46.8% | -17.4% |
| 1Y | -21.8% | +36.8% | -58.5% | -23.0% |
| 3Y | -35.7% | +65.9% | -101.5% | -37.4% |
| 5Y | -22.9% | +73.9% | -96.8% | -25.3% |
| 10Y | -16.8% | +107.0% | -123.8% | -21.3% |
| All | -16.8% | +101.1% | -117.9% | -21.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling