+122.6%
HST vs GPC
+74.2%
+48.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +3.6% | -1.3% | +4.9% | +4.3% |
| 30D | +9.9% | -6.0% | +15.9% | +13.2% |
| 3M | +12.9% | -7.6% | +20.6% | +17.1% |
| 6M | +22.9% | +24.2% | -1.4% | +6.9% |
| YTD | +52.4% | +2.7% | +49.7% | +44.5% |
| 1Y | +52.5% | +0.2% | +52.4% | +46.6% |
| 3Y | +87.4% | -0.8% | +88.2% | +72.9% |
| 5Y | +82.9% | +4.4% | +78.5% | +59.3% |
| All | +122.6% | +74.2% | +48.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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