+65.9%
HST vs GFS
-2.1%
+68.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -0.3% | +4.5% | -4.8% | -1.3% |
| 30D | -2.8% | -8.2% | +5.4% | -1.1% |
| 3M | -6.5% | -38.9% | +32.4% | +3.3% |
| 6M | +20.7% | -2.9% | +23.6% | +16.4% |
| YTD | +30.5% | +31.8% | -1.3% | +14.4% |
| 1Y | +36.8% | +43.1% | -6.4% | +16.3% |
| 3Y | +65.9% | -20.6% | +86.5% | +59.6% |
| All | +65.9% | -2.1% | +68.0% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling