+486.7%
GS vs HST
+142.8%
+343.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -1.9% |
| 30D | -2.4% | +10.7% | -13.1% | -6.9% |
| 3M | -15.7% | +6.3% | -22.0% | -18.1% |
| 6M | -6.8% | +19.0% | -25.7% | -14.4% |
| YTD | -0.1% | +47.0% | -47.1% | -16.9% |
| 1Y | +12.1% | +53.4% | -41.4% | -8.8% |
| 3Y | +185.8% | +78.0% | +107.8% | +114.9% |
| 5Y | +140.1% | +71.7% | +68.4% | +76.8% |
| All | +486.7% | +142.8% | +343.9% | +236.0% |
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