+55.5%
HST vs GLXY
+15.1%
+40.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +2.0% | +15.5% | -13.5% | +1.4% |
| 30D | -5.2% | +34.1% | -39.3% | -6.5% |
| 3M | -6.2% | -11.3% | +5.1% | -5.7% |
| 6M | +20.4% | +31.6% | -11.2% | +17.8% |
| YTD | +30.6% | +21.0% | +9.7% | +27.5% |
| 1Y | +37.4% | +11.7% | +25.7% | +34.7% |
| All | +55.5% | +15.1% | +40.4% | +53.3% |
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