+411.5%
CAH vs HST
+133.7%
+277.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +3.5% | +3.6% | -0.1% | +2.6% |
| 30D | +13.5% | +11.2% | +2.3% | +10.6% |
| 3M | +21.8% | +13.1% | +8.7% | +18.2% |
| 6M | +51.5% | +23.9% | +27.6% | +43.5% |
| YTD | +38.1% | +52.3% | -14.2% | +24.0% |
| 1Y | +37.7% | +56.7% | -19.0% | +22.7% |
| 3Y | +179.6% | +87.5% | +92.1% | +133.0% |
| 5Y | +504.9% | +82.8% | +422.2% | +391.5% |
| All | +411.5% | +133.7% | +277.8% | +283.3% |
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