+35.7%
HST vs GME
-15.8%
+51.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -1.0% | +7.2% | -8.3% | -1.5% |
| 30D | -12.3% | +0.8% | -13.0% | -12.3% |
| 3M | -6.4% | -14.0% | +7.6% | -5.2% |
| 6M | +15.0% | -19.7% | +34.7% | +16.7% |
| YTD | +30.5% | -4.6% | +35.1% | +30.1% |
| 1Y | +35.7% | -14.3% | +50.0% | +37.3% |
| All | +35.7% | -15.8% | +51.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling