+81.3%
HST vs GLXY
-38.8%
+120.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.1% |
| 7D | +3.6% | +5.3% | -1.7% | +3.3% |
| 30D | +11.2% | -19.8% | +31.0% | +11.8% |
| 3M | +13.1% | -31.4% | +44.5% | +14.2% |
| 6M | +23.9% | -53.3% | +77.2% | +27.2% |
| YTD | +52.3% | -35.7% | +88.0% | +51.9% |
| 1Y | +56.7% | -47.2% | +103.9% | +57.0% |
| All | +81.3% | -38.8% | +120.1% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling