+72.1%
HST vs GME
-54.7%
+126.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -4.0% | -0.3% |
| 7D | -2.7% | +3.7% | -6.4% | -2.9% |
| 30D | +10.7% | +2.2% | +8.5% | +10.5% |
| 3M | +6.3% | +30.6% | -24.4% | +4.1% |
| 6M | +19.0% | -0.2% | +19.2% | +18.7% |
| YTD | +47.0% | +25.1% | +21.9% | +44.1% |
| 1Y | +53.4% | +17.7% | +35.8% | +51.0% |
| 3Y | +78.0% | +85.7% | -7.7% | +49.9% |
| All | +72.1% | -54.7% | +126.8% | +55.4% |
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