+185.8%
GS vs HST
+77.0%
+108.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -1.5% |
| 30D | -2.4% | +10.7% | -13.1% | -8.0% |
| 3M | -15.7% | +6.3% | -22.0% | -18.7% |
| 6M | -6.8% | +19.0% | -25.7% | -16.6% |
| YTD | -0.1% | +47.0% | -47.1% | -21.3% |
| 1Y | +12.1% | +53.4% | -41.4% | -14.2% |
| 3Y | +185.8% | +78.0% | +107.8% | +90.9% |
| All | +185.8% | +77.0% | +108.7% | +90.9% |
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