+73.7%
HST vs GH
+22.3%
+51.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.0% | -2.1% | +4.1% | +2.3% |
| 30D | -5.2% | -4.5% | -0.8% | -4.8% |
| 3M | -6.2% | +28.9% | -35.1% | -9.8% |
| 6M | +20.4% | +76.5% | -56.1% | +10.5% |
| YTD | +30.6% | +57.6% | -27.0% | +21.4% |
| 1Y | +37.4% | +167.5% | -130.2% | +17.7% |
| 3Y | +66.1% | +377.4% | -311.3% | +24.8% |
| 5Y | +73.7% | +23.8% | +49.9% | +27.9% |
| All | +73.7% | +22.3% | +51.4% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling