+302.3%
CAH vs HST
+101.1%
+201.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +1.2% | -2.8% | +4.0% | +1.8% |
| 3M | +13.1% | -6.5% | +19.6% | +14.6% |
| 6M | +8.5% | +20.7% | -12.2% | +3.3% |
| YTD | +17.6% | +30.5% | -12.8% | +9.6% |
| 1Y | +60.7% | +36.8% | +23.9% | +47.7% |
| 3Y | +183.2% | +65.9% | +117.3% | +142.4% |
| 5Y | +402.2% | +73.9% | +328.3% | +310.2% |
| 10Y | +302.3% | +107.0% | +195.3% | +194.4% |
| All | +302.3% | +101.1% | +201.2% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling