+205.0%
GLD vs HST
+142.8%
+62.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -2.7% | +7.4% | +4.7% |
| 30D | -0.9% | +10.7% | -11.6% | -0.9% |
| 3M | -4.4% | +6.3% | -10.7% | -4.4% |
| 6M | -13.6% | +19.0% | -32.5% | -13.5% |
| YTD | -6.0% | +47.0% | -53.0% | -5.7% |
| 1Y | +1.8% | +53.4% | -51.7% | +2.2% |
| 3Y | +103.2% | +78.0% | +25.2% | +104.7% |
| 5Y | +119.3% | +71.7% | +47.7% | +121.4% |
| All | +205.0% | +142.8% | +62.1% | +216.5% |
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 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