+49.7%
HST vs GH
+481.7%
-432.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -12.3% | -1.1% | -11.2% | -12.2% |
| 3M | -6.4% | +21.3% | -27.7% | -9.0% |
| 6M | +15.0% | +73.5% | -58.5% | +6.3% |
| YTD | +30.5% | +58.0% | -27.5% | +21.8% |
| 1Y | +35.7% | +163.1% | -127.4% | +17.6% |
| 3Y | +68.4% | +361.0% | -292.7% | +29.8% |
| 5Y | +73.1% | +22.5% | +50.6% | +46.1% |
| All | +49.7% | +481.7% | -432.0% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling