+70.0%
HST vs GTLB
-50.0%
+120.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.8% |
| 7D | +2.0% | +4.6% | -2.6% | +1.3% |
| 30D | -5.2% | +21.0% | -26.2% | -7.7% |
| 3M | -6.2% | +51.7% | -57.9% | -11.6% |
| 6M | +20.4% | +89.3% | -68.8% | +9.4% |
| YTD | +30.6% | +25.6% | +5.0% | +24.8% |
| 1Y | +37.4% | -1.5% | +38.9% | +35.0% |
| 3Y | +66.1% | -9.9% | +76.0% | +59.3% |
| All | +70.0% | -50.0% | +120.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling