-2.8%
GLD vs HST
+55.5%
-58.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.2% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -4.0% | +14.5% | -18.4% | -6.8% |
| 3M | -8.2% | +15.4% | -23.7% | -11.2% |
| 6M | -14.8% | +22.0% | -36.8% | -18.7% |
| YTD | -6.8% | +54.9% | -61.7% | -14.6% |
| All | -2.8% | +55.5% | -58.3% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling