+79.7%
HST vs GLXY
-38.3%
+118.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.5% | +2.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.3% |
| 30D | +11.6% | -28.6% | +40.2% | +12.8% |
| 3M | +9.5% | -28.1% | +37.6% | +10.4% |
| 6M | +18.9% | -52.0% | +70.9% | +21.9% |
| YTD | +51.0% | -35.1% | +86.1% | +50.6% |
| 1Y | +53.0% | -54.0% | +107.0% | +54.0% |
| All | +79.7% | -38.3% | +118.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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