+1,710.5%
GS vs HST
+410.5%
+1,300.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.7% | -0.7% | -3.9% |
| 7D | -6.3% | -4.2% | -2.2% | -4.5% |
| 30D | -3.1% | +9.6% | -12.7% | -6.9% |
| 3M | -17.7% | -1.1% | -16.5% | -17.3% |
| 6M | -4.6% | +21.1% | -25.6% | -12.4% |
| YTD | +0.3% | +47.1% | -46.8% | -15.3% |
| 1Y | +11.7% | +64.0% | -52.3% | -10.3% |
| 3Y | +183.6% | +77.1% | +106.5% | +119.0% |
| 5Y | +141.0% | +71.8% | +69.2% | +82.4% |
| 10Y | +507.4% | +146.3% | +361.1% | +265.9% |
| All | +1,710.5% | +410.5% | +1,300.0% | +436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling