+246.5%
GM vs HST
+150.2%
+96.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.9% | -1.0% | +3.0% | +2.5% |
| 30D | -1.4% | -12.3% | +10.9% | +5.6% |
| 3M | +5.9% | -6.4% | +12.3% | +9.4% |
| 6M | +12.4% | +15.0% | -2.6% | +3.9% |
| YTD | +8.6% | +30.5% | -21.9% | -6.3% |
| 1Y | +52.6% | +35.7% | +16.9% | +28.4% |
| 3Y | +169.7% | +68.4% | +101.3% | +98.9% |
| 5Y | +87.5% | +73.1% | +14.4% | +33.6% |
| 10Y | +233.0% | +92.7% | +140.2% | +103.7% |
| All | +246.5% | +150.2% | +96.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling