+205.6%
GLD vs HST
+133.9%
+71.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +3.6% | -9.1% | -5.5% |
| 30D | -7.0% | +9.9% | -16.9% | -7.0% |
| 3M | -12.4% | +12.9% | -25.3% | -12.3% |
| 6M | -18.0% | +22.9% | -40.9% | -17.9% |
| YTD | -10.5% | +52.4% | -62.9% | -10.2% |
| 1Y | -8.1% | +52.5% | -60.6% | -7.8% |
| 3Y | +97.7% | +87.4% | +10.3% | +99.2% |
| 5Y | +103.4% | +82.9% | +20.5% | +105.4% |
| All | +205.6% | +133.9% | +71.7% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling