+1,362.8%
GIS vs HST
+1,597.5%
-234.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +9.2% | +14.5% | -5.3% | +7.7% |
| 3M | -5.4% | +15.4% | -20.8% | -6.7% |
| 6M | +3.4% | +22.0% | -18.6% | +1.4% |
| YTD | -20.5% | +54.9% | -75.3% | -23.9% |
| 1Y | -20.0% | +54.0% | -73.9% | -23.4% |
| 3Y | -38.6% | +90.4% | -129.0% | -42.7% |
| 5Y | -33.1% | +84.2% | -117.3% | -38.2% |
| 10Y | -16.4% | +144.6% | -161.0% | -27.4% |
| All | +1,362.8% | +1,597.5% | -234.7% | +699.5% |
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