+287.0%
HST vs GPN
+2,520.1%
-2,233.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.7% |
| 7D | +2.0% | -0.7% | +2.7% | +2.3% |
| 30D | -5.2% | +3.8% | -9.1% | -7.1% |
| 3M | -6.2% | +39.2% | -45.4% | -20.6% |
| 6M | +20.4% | +17.9% | +2.6% | +9.1% |
| YTD | +30.6% | +16.4% | +14.3% | +17.6% |
| 1Y | +37.4% | +3.6% | +33.7% | +29.6% |
| 3Y | +66.1% | -26.7% | +92.8% | +77.4% |
| 5Y | +73.7% | -44.8% | +118.5% | +105.2% |
| 10Y | +99.8% | +24.1% | +75.6% | +55.0% |
| All | +287.0% | +2,520.1% | -2,233.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling