+47.1%
GM vs HST
+36.5%
+10.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -1.1% | -2.5% | +1.3% | +0.2% |
| 3M | +6.1% | -5.1% | +11.2% | +9.1% |
| 6M | +15.0% | +21.6% | -6.7% | +3.2% |
| YTD | +6.0% | +31.6% | -25.6% | -8.2% |
| 1Y | +47.1% | +36.1% | +10.9% | +26.3% |
| All | +47.1% | +36.5% | +10.6% | +26.3% |
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