+239.5%
GM vs HST
+191.9%
+47.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.2% | +3.6% | -3.8% | -2.1% |
| 30D | +3.6% | +11.2% | -7.7% | -2.4% |
| 3M | -0.2% | +13.1% | -13.3% | -6.9% |
| 6M | +13.9% | +23.9% | -10.0% | +0.9% |
| YTD | +6.5% | +52.3% | -45.8% | -15.7% |
| 1Y | +20.7% | +56.7% | -36.0% | -6.0% |
| 3Y | +229.5% | +87.5% | +142.0% | +129.0% |
| 5Y | +41.5% | +82.8% | -41.3% | -2.3% |
| 10Y | +204.8% | +134.6% | +70.2% | +67.6% |
| All | +239.5% | +191.9% | +47.6% | +46.8% |
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