+211.8%
GLD vs HST
+143.8%
+68.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -4.4% | +13.4% | -17.8% | -4.4% |
| 3M | -8.9% | +16.7% | -25.6% | -8.9% |
| 6M | -16.0% | +24.0% | -40.0% | -15.9% |
| YTD | -7.9% | +54.0% | -61.8% | -7.5% |
| 1Y | -3.9% | +55.0% | -58.9% | -3.5% |
| 3Y | +103.4% | +89.3% | +14.1% | +105.0% |
| 5Y | +109.7% | +85.4% | +24.3% | +111.9% |
| 10Y | +211.8% | +137.1% | +74.7% | +220.2% |
| All | +211.8% | +143.8% | +68.0% | +220.2% |
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