+71.7%
HST vs GPC
+30.9%
+40.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -12.3% | +6.0% | -18.2% | -14.4% |
| 3M | -6.4% | +42.6% | -49.0% | -20.2% |
| 6M | +15.0% | +22.8% | -7.8% | +4.3% |
| YTD | +30.5% | +15.5% | +15.1% | +19.7% |
| 1Y | +35.7% | +2.0% | +33.6% | +31.9% |
| 3Y | +68.4% | -1.4% | +69.8% | +60.5% |
| All | +71.7% | +30.9% | +40.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling