+71.6%
HST vs GAP
+5.0%
+66.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.9% |
| 7D | -2.7% | -3.8% | +1.1% | -1.9% |
| 30D | +10.7% | -9.0% | +19.7% | +13.0% |
| 3M | +6.3% | +5.5% | +0.8% | +4.2% |
| 6M | +19.0% | -11.1% | +30.1% | +20.6% |
| YTD | +47.0% | -13.6% | +60.6% | +49.2% |
| 1Y | +53.4% | -2.9% | +56.3% | +51.3% |
| 3Y | +78.0% | +69.6% | +8.4% | +42.0% |
| All | +71.6% | +5.0% | +66.6% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling