+69.6%
HST vs GFS
-17.0%
+86.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | 0.0% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -12.3% | -8.6% | -3.7% | -11.0% |
| 3M | -6.4% | -46.5% | +40.2% | +4.8% |
| 6M | +15.0% | -4.8% | +19.8% | +10.9% |
| YTD | +30.5% | +29.7% | +0.9% | +14.5% |
| 1Y | +35.7% | +35.8% | -0.2% | +16.5% |
| All | +69.6% | -17.0% | +86.6% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling