+107.0%
HST vs GAP
+28.3%
+78.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +1.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.6% |
| 30D | -2.8% | -0.7% | -2.1% | -3.1% |
| 3M | -6.5% | -0.5% | -6.0% | -7.1% |
| 6M | +20.7% | -5.0% | +25.7% | +20.3% |
| YTD | +30.5% | -14.7% | +45.1% | +33.5% |
| 1Y | +36.8% | -8.6% | +45.4% | +36.4% |
| 3Y | +65.9% | +108.4% | -42.5% | +16.9% |
| 5Y | +73.9% | +5.8% | +68.1% | +40.7% |
| 10Y | +107.0% | +29.6% | +77.4% | +29.1% |
| All | +107.0% | +28.3% | +78.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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