+75.8%
HST vs GFI
+515.1%
-439.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.6% |
| 7D | +0.7% | -5.1% | +5.8% | +0.9% |
| 30D | -0.7% | +13.4% | -14.1% | -1.3% |
| 3M | -4.0% | +36.2% | -40.2% | -5.6% |
| 6M | +20.7% | -9.8% | +30.5% | +20.6% |
| YTD | +31.0% | +7.7% | +23.4% | +29.8% |
| 1Y | +36.2% | +27.2% | +9.0% | +33.6% |
| 3Y | +66.6% | +300.3% | -233.7% | +50.3% |
| 5Y | +75.8% | +539.8% | -464.0% | +48.6% |
| All | +75.8% | +515.1% | -439.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling