+1,511.7%
HST vs GPC
+2,071.6%
-559.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.7% |
| 30D | +10.7% | -2.1% | +12.8% | +11.8% |
| 3M | +6.3% | -6.8% | +13.1% | +10.5% |
| 6M | +19.0% | +18.6% | +0.4% | +3.2% |
| YTD | +47.0% | +2.7% | +44.4% | +37.3% |
| 1Y | +53.4% | +1.8% | +51.7% | +43.9% |
| 3Y | +78.0% | +1.1% | +76.9% | +58.7% |
| 5Y | +71.7% | +4.1% | +67.6% | +46.2% |
| 10Y | +146.2% | +88.2% | +58.0% | +28.3% |
| All | +1,511.7% | +2,071.6% | -559.9% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling