+286.6%
HST vs GPN
+2,611.5%
-2,324.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -12.3% | +5.8% | -18.0% | -14.7% |
| 3M | -6.4% | +37.0% | -43.4% | -20.1% |
| 6M | +15.0% | +20.1% | -5.1% | +3.3% |
| YTD | +30.5% | +20.4% | +10.1% | +15.6% |
| 1Y | +35.7% | +7.4% | +28.3% | +25.9% |
| 3Y | +68.4% | -26.1% | +94.5% | +79.3% |
| 5Y | +73.1% | -38.5% | +111.6% | +93.6% |
| 10Y | +92.7% | +28.4% | +64.3% | +47.3% |
| All | +286.6% | +2,611.5% | -2,324.9% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling