+74.7%
HST vs GH
+446.7%
-372.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | +11.2% | -6.9% | +18.1% | +12.1% |
| 3M | +13.1% | -4.9% | +18.0% | +13.4% |
| 6M | +23.9% | +54.1% | -30.1% | +16.3% |
| YTD | +52.3% | +48.5% | +3.8% | +42.9% |
| 1Y | +56.7% | +61.2% | -4.5% | +45.3% |
| 3Y | +87.5% | +570.3% | -482.8% | +37.7% |
| 5Y | +82.8% | +46.1% | +36.6% | +51.7% |
| All | +74.7% | +446.7% | -372.0% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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