+86.5%
HST vs GFS
-30.6%
+117.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +0.6% | -5.3% | +5.9% | +1.7% |
| 30D | +14.5% | -15.8% | +30.3% | +18.4% |
| 3M | +15.4% | -18.6% | +34.0% | +19.8% |
| 6M | +22.0% | -45.0% | +67.0% | +35.6% |
| YTD | +54.9% | +16.8% | +38.1% | +38.3% |
| 1Y | +54.0% | +17.8% | +36.2% | +36.9% |
| 3Y | +90.4% | -21.5% | +112.0% | +81.5% |
| All | +86.5% | -30.6% | +117.1% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling