+49.6%
HST vs GH
+486.6%
-437.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.8% | -2.6% | -0.1% | -2.5% |
| 3M | -6.5% | +25.1% | -31.6% | -9.4% |
| 6M | +20.7% | +78.5% | -57.8% | +11.2% |
| YTD | +30.5% | +59.4% | -28.9% | +21.6% |
| 1Y | +36.8% | +173.9% | -137.1% | +18.0% |
| 3Y | +65.9% | +382.7% | -316.9% | +27.2% |
| 5Y | +73.9% | +24.4% | +49.5% | +46.5% |
| All | +49.6% | +486.6% | -437.0% | +8.3% |
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