-7.2%
GLD vs HST
+53.2%
-60.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.6% | +3.6% | -8.2% | -5.3% |
| 30D | -5.5% | +11.2% | -16.7% | -7.7% |
| 3M | -10.9% | +13.1% | -24.0% | -13.3% |
| 6M | -17.4% | +23.9% | -41.3% | -21.3% |
| YTD | -10.3% | +52.3% | -62.6% | -17.2% |
| 1Y | -7.2% | +56.7% | -63.8% | -14.4% |
| All | -7.2% | +53.2% | -60.3% | -14.4% |
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