+75.6%
HST vs GFS
+15.5%
+60.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +1.6% |
| 7D | +3.3% | -12.5% | +15.8% | +4.0% |
| 30D | +16.4% | -16.9% | +33.3% | +17.4% |
| 3M | +5.5% | -22.3% | +27.7% | +6.6% |
| 6M | +31.1% | -40.2% | +71.4% | +33.9% |
| YTD | +55.9% | +16.0% | +40.0% | +52.2% |
| 1Y | +75.6% | +17.7% | +57.9% | +70.2% |
| All | +75.6% | +15.5% | +60.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling