+77.9%
HST vs GGLL
+188.6%
-110.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -2.7% | +3.1% | -5.8% | -3.1% |
| 30D | +10.7% | -36.3% | +47.0% | +17.2% |
| 3M | +6.3% | -40.4% | +46.6% | +13.3% |
| 6M | +19.0% | -54.6% | +73.6% | +31.1% |
| YTD | +47.0% | -31.1% | +78.2% | +49.9% |
| 1Y | +53.4% | -19.2% | +72.6% | +51.3% |
| 3Y | +78.0% | +151.5% | -73.5% | +33.5% |
| All | +77.9% | +188.6% | -110.8% | +26.6% |
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