+108.1%
HST vs GME
+271.8%
-163.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | +0.3% |
| 7D | +0.7% | +6.0% | -5.4% | +0.4% |
| 30D | -0.7% | +8.3% | -9.0% | -1.0% |
| 3M | -4.0% | -9.1% | +5.0% | -3.7% |
| 6M | +20.7% | -16.3% | +37.0% | +21.4% |
| YTD | +31.0% | +1.5% | +29.5% | +30.7% |
| 1Y | +36.2% | -16.3% | +52.6% | +36.9% |
| 3Y | +66.6% | +15.1% | +51.5% | +57.4% |
| 5Y | +75.8% | -57.2% | +133.0% | +68.4% |
| All | +108.1% | +271.8% | -163.7% | +13.7% |
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