+488.8%
GS vs HST
+142.9%
+345.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.7% | -0.7% | -3.7% |
| 7D | -6.3% | -4.2% | -2.2% | -4.3% |
| 30D | -3.1% | +9.6% | -12.7% | -7.2% |
| 3M | -17.7% | -1.1% | -16.5% | -17.3% |
| 6M | -4.6% | +21.1% | -25.6% | -13.1% |
| YTD | +0.3% | +47.1% | -46.8% | -16.6% |
| 1Y | +11.7% | +64.0% | -52.3% | -12.0% |
| 3Y | +183.6% | +77.1% | +106.5% | +113.8% |
| 5Y | +141.0% | +71.8% | +69.2% | +77.4% |
| All | +488.8% | +142.9% | +345.9% | +237.2% |
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 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