+206.1%
GLD vs HST
+133.7%
+72.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.6% | +3.6% | -8.2% | -4.6% |
| 30D | -5.5% | +11.2% | -16.7% | -5.4% |
| 3M | -10.9% | +13.1% | -24.0% | -10.9% |
| 6M | -17.4% | +23.9% | -41.3% | -17.3% |
| YTD | -10.3% | +52.3% | -62.6% | -10.0% |
| 1Y | -7.2% | +56.7% | -63.8% | -6.8% |
| 3Y | +96.9% | +87.5% | +9.4% | +98.4% |
| 5Y | +103.8% | +82.8% | +21.0% | +105.7% |
| All | +206.1% | +133.7% | +72.4% | +211.6% |
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