+70.6%
HST vs GTLB
-49.8%
+120.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | +0.7% | -4.1% | +4.8% | +1.2% |
| 30D | -0.7% | +12.3% | -13.0% | -2.3% |
| 3M | -4.0% | +65.9% | -69.9% | -10.5% |
| 6M | +20.7% | +104.0% | -83.3% | +8.6% |
| YTD | +31.0% | +26.0% | +5.0% | +25.1% |
| 1Y | +36.2% | -3.5% | +39.7% | +34.3% |
| 3Y | +66.6% | -9.6% | +76.3% | +59.7% |
| All | +70.6% | -49.8% | +120.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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