+57.9%
HST vs GGLL
+328.7%
-270.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -1.0% | -4.8% | +3.7% | -0.3% |
| 30D | -12.3% | -13.7% | +1.4% | -10.3% |
| 3M | -6.4% | -21.9% | +15.5% | -3.7% |
| 6M | +15.0% | +11.7% | +3.3% | +10.6% |
| YTD | +30.5% | +2.3% | +28.2% | +26.9% |
| 1Y | +35.7% | +76.2% | -40.5% | +18.7% |
| 3Y | +68.4% | +245.0% | -176.6% | +22.0% |
| All | +57.9% | +328.7% | -270.8% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling