+91.4%
HST vs GTLB
-49.0%
+140.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -2.7% | -11.1% | +8.4% | -1.2% |
| 30D | +10.7% | -7.5% | +18.2% | +11.7% |
| 3M | +6.3% | +34.8% | -28.5% | +1.8% |
| 6M | +19.0% | +98.0% | -79.0% | +7.7% |
| YTD | +47.0% | +28.1% | +18.9% | +39.9% |
| 1Y | +53.4% | +5.6% | +47.9% | +49.6% |
| 3Y | +78.0% | +15.9% | +62.1% | +64.9% |
| 5Y | +71.7% | -61.1% | +132.8% | +61.1% |
| All | +91.4% | -49.0% | +140.3% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling