+340.3%
HST vs GRMN
+6,655.2%
-6,314.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.0% | -2.9% | +1.8% | +0.1% |
| 30D | -12.3% | -8.4% | -3.8% | -9.2% |
| 3M | -6.4% | +15.0% | -21.4% | -12.5% |
| 6M | +15.0% | +11.2% | +3.8% | +8.6% |
| YTD | +30.5% | +37.7% | -7.2% | +12.6% |
| 1Y | +35.7% | +18.5% | +17.2% | +23.7% |
| 3Y | +68.4% | +175.8% | -107.4% | +4.9% |
| 5Y | +73.1% | +75.1% | -2.0% | +28.6% |
| 10Y | +92.7% | +637.0% | -544.3% | -19.8% |
| All | +340.3% | +6,655.2% | -6,314.9% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling