+80.5%
GM vs HST
+75.9%
+4.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -4.6% | -2.8% | -1.8% | -3.1% |
| 3M | +0.2% | -6.5% | +6.7% | +3.9% |
| 6M | +12.6% | +20.7% | -8.1% | +0.5% |
| YTD | +3.7% | +30.5% | -26.8% | -11.8% |
| 1Y | +45.6% | +36.8% | +8.9% | +20.0% |
| 3Y | +162.0% | +65.9% | +96.1% | +88.1% |
| 5Y | +80.5% | +73.9% | +6.6% | +25.4% |
| All | +80.5% | +75.9% | +4.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling