+216.0%
GLD vs HST
+92.5%
+123.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | -12.3% | +16.7% | +4.3% |
| 3M | -1.1% | -6.4% | +5.3% | -1.1% |
| 6M | -13.8% | +15.0% | -28.8% | -13.7% |
| YTD | +2.6% | +30.5% | -27.9% | +2.9% |
| 1Y | +24.5% | +35.7% | -11.2% | +25.0% |
| 3Y | +125.8% | +68.4% | +57.5% | +127.7% |
| 5Y | +137.8% | +73.1% | +64.7% | +140.9% |
| All | +216.0% | +92.5% | +123.5% | +229.6% |
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