+36.8%
HST vs GTLB
-3.3%
+40.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -0.3% | -6.6% | +6.3% | -0.2% |
| 30D | -2.8% | +13.7% | -16.5% | -2.9% |
| 3M | -6.5% | +52.9% | -59.4% | -7.0% |
| 6M | +20.7% | +88.5% | -67.8% | +19.5% |
| YTD | +30.5% | +23.4% | +7.0% | +29.4% |
| 1Y | +36.8% | -3.8% | +40.6% | +38.7% |
| All | +36.8% | -3.3% | +40.1% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling