+82.6%
HST vs GTLB
+6.2%
+76.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -2.7% | -11.1% | +8.4% | -1.5% |
| 30D | +10.7% | -7.5% | +18.2% | +11.5% |
| 3M | +6.3% | +34.8% | -28.5% | +2.5% |
| 6M | +19.0% | +98.0% | -79.0% | +9.2% |
| YTD | +47.0% | +28.1% | +18.9% | +41.8% |
| 1Y | +53.4% | +5.6% | +47.9% | +51.8% |
| All | +82.6% | +6.2% | +76.4% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling