+396.1%
HST vs GRMN
+6,890.4%
-6,494.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -2.7% | +4.7% | -7.4% | -4.5% |
| 30D | +10.7% | +3.4% | +7.3% | +9.0% |
| 3M | +6.3% | -5.0% | +11.3% | +8.0% |
| 6M | +19.0% | +18.6% | +0.4% | +9.4% |
| YTD | +47.0% | +42.5% | +4.5% | +24.7% |
| 1Y | +53.4% | +42.3% | +11.1% | +30.1% |
| 3Y | +78.0% | +158.5% | -80.5% | +13.9% |
| 5Y | +71.7% | +123.6% | -51.9% | +15.7% |
| 10Y | +146.2% | +682.5% | -536.3% | -0.2% |
| All | +396.1% | +6,890.4% | -6,494.4% | -1.5% |
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