+122.4%
HST vs GME
+475.1%
-352.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +3.6% | +2.9% | +0.7% | +3.4% |
| 30D | +11.2% | -4.8% | +16.0% | +11.4% |
| 3M | +13.1% | +39.2% | -26.1% | +11.5% |
| 6M | +23.9% | +17.1% | +6.8% | +22.9% |
| YTD | +52.3% | +28.7% | +23.6% | +50.3% |
| 1Y | +56.7% | +23.3% | +33.3% | +54.9% |
| 3Y | +87.5% | +112.9% | -25.4% | +72.6% |
| 5Y | +82.8% | -48.8% | +131.6% | +73.7% |
| All | +122.4% | +475.1% | -352.6% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling