+1,401.2%
GIS vs HST
+1,511.7%
-110.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +3.6% | -2.7% | +6.2% | +3.8% |
| 30D | +13.9% | +10.7% | +3.2% | +12.8% |
| 3M | +0.3% | +6.3% | -5.9% | -0.3% |
| 6M | +5.0% | +19.0% | -14.0% | +3.1% |
| YTD | -18.4% | +47.0% | -65.4% | -21.5% |
| 1Y | -17.4% | +53.4% | -70.9% | -20.9% |
| 3Y | -36.9% | +78.0% | -114.9% | -40.8% |
| 5Y | -30.4% | +71.7% | -102.1% | -35.2% |
| 10Y | -13.6% | +146.2% | -159.8% | -25.1% |
| All | +1,401.2% | +1,511.7% | -110.5% | +724.7% |
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