+107.3%
HST vs GRMN
+637.4%
-530.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | -5.2% | -11.3% | +6.1% | +0.1% |
| 3M | -6.2% | +17.7% | -24.0% | -14.4% |
| 6M | +20.4% | +14.2% | +6.3% | +11.2% |
| YTD | +30.6% | +37.0% | -6.4% | +9.7% |
| 1Y | +37.4% | +17.0% | +20.4% | +23.7% |
| 3Y | +66.1% | +183.2% | -117.1% | -12.4% |
| 5Y | +73.7% | +77.3% | -3.6% | +16.9% |
| All | +107.3% | +637.4% | -530.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling