+66.5%
HST vs GDDY
+30.8%
+35.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.3% |
| 30D | -2.5% | +6.8% | -9.3% | -3.7% |
| 3M | -5.1% | +30.5% | -35.6% | -10.2% |
| 6M | +21.6% | +13.3% | +8.3% | +17.6% |
| YTD | +31.6% | -21.0% | +52.6% | +37.6% |
| 1Y | +36.1% | -34.0% | +70.1% | +48.8% |
| 3Y | +66.5% | +33.1% | +33.4% | +39.7% |
| All | +66.5% | +30.8% | +35.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling