+73.7%
HST vs GME
-62.6%
+136.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | -5.2% | -1.4% | -3.8% | -5.2% |
| 3M | -6.2% | -15.1% | +8.9% | -5.2% |
| 6M | +20.4% | -22.5% | +42.9% | +22.4% |
| YTD | +30.6% | -5.9% | +36.6% | +30.7% |
| 1Y | +37.4% | -18.6% | +56.0% | +38.8% |
| 3Y | +66.1% | +6.7% | +59.5% | +47.5% |
| 5Y | +73.7% | -62.0% | +135.7% | +62.5% |
| All | +73.7% | -62.6% | +136.3% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling