+52.5%
HST vs GAP
-9.8%
+62.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +3.6% | -5.2% | +8.8% | +4.7% |
| 30D | +9.9% | -6.9% | +16.8% | +11.5% |
| 3M | +12.9% | +5.7% | +7.2% | +11.1% |
| 6M | +22.9% | +0.9% | +22.0% | +20.6% |
| YTD | +52.4% | -14.5% | +66.9% | +55.5% |
| 1Y | +52.5% | -12.1% | +64.7% | +52.8% |
| All | +52.5% | -9.8% | +62.4% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling