+17,109.4%
CAH vs HST
+1,597.5%
+15,511.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | +16.5% | +14.5% | +2.0% | +13.6% |
| 3M | +17.0% | +15.4% | +1.6% | +13.8% |
| 6M | +51.4% | +22.0% | +29.4% | +45.6% |
| YTD | +36.0% | +54.9% | -18.9% | +24.9% |
| 1Y | +36.0% | +54.0% | -18.0% | +25.0% |
| 3Y | +177.5% | +90.4% | +87.0% | +142.1% |
| 5Y | +509.2% | +84.2% | +424.9% | +424.9% |
| 10Y | +408.1% | +144.6% | +263.5% | +300.7% |
| All | +17,109.4% | +1,597.5% | +15,511.9% | +8,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling