+78.3%
HST vs GDDY
+390.3%
-312.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | +0.9% | -3.2% | +4.1% | +1.5% |
| 30D | -2.5% | +6.8% | -9.3% | -4.4% |
| 3M | -5.1% | +30.5% | -35.6% | -12.5% |
| 6M | +21.6% | +13.3% | +8.3% | +15.4% |
| YTD | +31.6% | -21.0% | +52.6% | +36.3% |
| 1Y | +36.1% | -34.0% | +70.1% | +47.8% |
| 3Y | +66.5% | +33.1% | +33.4% | +46.4% |
| 5Y | +76.6% | +30.3% | +46.3% | +55.1% |
| 10Y | +108.9% | +205.5% | -96.6% | +51.8% |
| All | +78.3% | +390.3% | -312.1% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling