+413.8%
HST vs GME
+1,450.5%
-1,036.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -4.0% | -0.4% |
| 7D | -2.7% | +3.7% | -6.4% | -3.0% |
| 30D | +10.7% | +2.2% | +8.5% | +10.4% |
| 3M | +6.3% | +30.6% | -24.4% | +3.4% |
| 6M | +19.0% | -0.2% | +19.2% | +18.6% |
| YTD | +47.0% | +25.1% | +21.9% | +43.0% |
| 1Y | +53.4% | +17.7% | +35.8% | +50.1% |
| 3Y | +78.0% | +85.7% | -7.7% | +46.2% |
| 5Y | +71.7% | -52.9% | +124.6% | +52.7% |
| 10Y | +146.2% | +504.9% | -358.7% | -42.4% |
| All | +413.8% | +1,450.5% | -1,036.7% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling