+243.0%
GS vs HST
+68.9%
+174.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | -1.0% | +2.0% | +1.5% |
| 30D | -1.6% | -12.3% | +10.7% | +6.2% |
| 3M | -4.5% | -6.4% | +1.9% | -1.2% |
| 6M | +20.9% | +15.0% | +5.9% | +10.0% |
| YTD | +19.9% | +30.5% | -10.6% | +1.2% |
| 1Y | +41.4% | +35.7% | +5.7% | +16.1% |
| All | +243.0% | +68.9% | +174.1% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling