+1,330.6%
HST vs GAP
+2,258.2%
-927.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.0% | -4.5% | +3.4% | +0.2% |
| 30D | -12.3% | +9.0% | -21.3% | -14.9% |
| 3M | -6.4% | +5.0% | -11.4% | -8.4% |
| 6M | +15.0% | -17.8% | +32.8% | +19.3% |
| YTD | +30.5% | -10.4% | +40.9% | +31.8% |
| 1Y | +35.7% | -3.4% | +39.1% | +33.1% |
| 3Y | +68.4% | +111.5% | -43.1% | +19.7% |
| 5Y | +73.1% | +8.8% | +64.3% | +39.9% |
| 10Y | +92.7% | +32.9% | +59.8% | +26.3% |
| All | +1,330.6% | +2,258.2% | -927.6% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling