+233.0%
GM vs HST
+109.4%
+123.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.6% |
| 7D | -1.1% | +0.7% | -1.7% | -1.4% |
| 30D | -3.4% | -0.7% | -2.7% | -3.2% |
| 3M | +8.7% | -4.0% | +12.7% | +10.8% |
| 6M | +15.4% | +20.7% | -5.3% | +3.9% |
| YTD | +6.6% | +31.0% | -24.4% | -8.4% |
| 1Y | +51.5% | +36.2% | +15.3% | +27.1% |
| 3Y | +169.3% | +66.6% | +102.7% | +99.3% |
| 5Y | +81.6% | +75.8% | +5.8% | +28.2% |
| All | +233.0% | +109.4% | +123.6% | +100.2% |
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