+109.0%
HST vs GFI
+1,066.8%
-957.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.5% |
| 7D | +0.9% | -4.9% | +5.7% | +0.9% |
| 30D | -2.5% | +10.7% | -13.2% | -2.5% |
| 3M | -5.1% | +25.6% | -30.8% | -5.2% |
| 6M | +21.6% | -8.3% | +29.9% | +21.5% |
| YTD | +31.6% | +6.3% | +25.3% | +31.6% |
| 1Y | +36.1% | +22.1% | +14.1% | +36.2% |
| 3Y | +66.5% | +289.2% | -222.7% | +66.8% |
| 5Y | +76.6% | +531.7% | -455.1% | +79.0% |
| All | +109.0% | +1,066.8% | -957.8% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling