+401.3%
CAH vs HST
+72.4%
+328.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.5% | +2.0% | -1.5% | +0.2% |
| 30D | +1.7% | -5.2% | +7.0% | +2.5% |
| 3M | +17.9% | -6.2% | +24.1% | +18.8% |
| 6M | +10.9% | +20.4% | -9.5% | +7.7% |
| YTD | +17.9% | +30.6% | -12.8% | +12.8% |
| 1Y | +61.7% | +37.4% | +24.3% | +53.4% |
| 3Y | +183.7% | +66.1% | +117.6% | +155.7% |
| 5Y | +401.3% | +73.7% | +327.6% | +330.8% |
| All | +401.3% | +72.4% | +328.9% | +330.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling