+93.8%
HST vs GFS
-9.0%
+102.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.6% | +17.2% | -13.6% | 0.0% |
| 30D | +9.9% | -8.7% | +18.6% | +11.6% |
| 3M | +12.9% | -19.7% | +32.6% | +17.5% |
| 6M | +22.9% | -40.7% | +63.6% | +34.1% |
| YTD | +52.4% | +22.5% | +29.9% | +34.8% |
| 1Y | +52.5% | +25.2% | +27.3% | +33.9% |
| 3Y | +87.4% | -17.7% | +105.1% | +76.8% |
| 5Y | +82.9% | -23.5% | +106.5% | +65.6% |
| All | +93.8% | -9.0% | +102.8% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling