+2,064.0%
GS vs HST
+353.0%
+1,711.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.9% | -1.0% | +2.0% | +1.4% |
| 30D | -1.6% | -12.3% | +10.7% | +4.0% |
| 3M | -4.5% | -6.4% | +1.9% | -2.0% |
| 6M | +20.9% | +15.0% | +5.9% | +13.4% |
| YTD | +19.9% | +30.5% | -10.6% | +6.5% |
| 1Y | +41.4% | +35.7% | +5.7% | +23.1% |
| 3Y | +239.2% | +68.4% | +170.8% | +167.6% |
| 5Y | +185.0% | +73.1% | +111.9% | +114.8% |
| 10Y | +655.0% | +92.7% | +562.2% | +404.0% |
| All | +2,064.0% | +353.0% | +1,711.1% | +575.2% |
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 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