+69.9%
HST vs GTLB
-47.1%
+117.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.0% | +11.1% | -12.1% | -2.4% |
| 30D | -12.3% | +37.8% | -50.1% | -16.0% |
| 3M | -6.4% | +61.6% | -67.9% | -12.4% |
| 6M | +15.0% | +98.9% | -83.9% | +3.8% |
| YTD | +30.5% | +32.8% | -2.3% | +23.9% |
| 1Y | +35.7% | +14.7% | +21.0% | +30.5% |
| 3Y | +68.4% | +1.3% | +67.0% | +59.0% |
| All | +69.9% | -47.1% | +117.0% | +57.2% |
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