+654.3%
GS vs HST
+92.5%
+561.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | -1.0% | +2.0% | +1.4% |
| 30D | -1.6% | -12.3% | +10.7% | +4.5% |
| 3M | -4.5% | -6.4% | +1.9% | -1.8% |
| 6M | +20.9% | +15.0% | +5.9% | +12.7% |
| YTD | +19.9% | +30.5% | -10.6% | +5.5% |
| 1Y | +41.4% | +35.7% | +5.7% | +21.6% |
| 3Y | +239.2% | +68.4% | +170.8% | +162.2% |
| 5Y | +185.0% | +73.1% | +111.9% | +109.3% |
| All | +654.3% | +92.5% | +561.8% | +371.5% |
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