+212.5%
GM vs HST
+133.9%
+78.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.4% |
| 7D | -3.4% | +3.6% | -7.1% | -5.3% |
| 30D | +2.7% | +9.9% | -7.2% | -2.7% |
| 3M | -0.4% | +12.9% | -13.3% | -7.1% |
| 6M | +13.3% | +22.9% | -9.6% | +0.7% |
| YTD | +6.8% | +52.4% | -45.6% | -15.8% |
| 1Y | +21.1% | +52.5% | -31.4% | -4.6% |
| 3Y | +231.0% | +87.4% | +143.6% | +128.8% |
| 5Y | +41.9% | +82.9% | -41.0% | -2.6% |
| All | +212.5% | +133.9% | +78.6% | +70.1% |
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