+87.7%
HST vs GPC
-0.2%
+87.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.6% | -1.3% | +4.9% | +4.0% |
| 30D | +9.9% | -6.0% | +15.9% | +11.8% |
| 3M | +12.9% | -7.6% | +20.6% | +15.3% |
| 6M | +22.9% | +24.2% | -1.4% | +13.1% |
| YTD | +52.4% | +2.7% | +49.7% | +47.1% |
| 1Y | +52.5% | +0.2% | +52.4% | +48.6% |
| All | +87.7% | -0.2% | +87.9% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling