+84.4%
HST vs GGLL
+217.5%
-133.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.5% |
| 7D | +3.6% | +11.5% | -7.9% | +2.0% |
| 30D | +9.9% | -31.2% | +41.1% | +15.1% |
| 3M | +12.9% | -28.7% | +41.6% | +17.4% |
| 6M | +22.9% | -47.2% | +70.1% | +32.3% |
| YTD | +52.4% | -24.3% | +76.7% | +53.2% |
| 1Y | +52.5% | -12.0% | +64.5% | +48.8% |
| 3Y | +87.4% | +169.6% | -82.2% | +39.4% |
| All | +84.4% | +217.5% | -133.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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