+16,794.2%
CAH vs HST
+1,511.7%
+15,282.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.5% | -2.7% | +11.2% | +9.0% |
| 30D | +17.0% | +10.7% | +6.3% | +14.8% |
| 3M | +14.6% | +6.3% | +8.3% | +13.2% |
| 6M | +42.5% | +19.0% | +23.6% | +37.7% |
| YTD | +33.5% | +47.0% | -13.6% | +23.8% |
| 1Y | +38.5% | +53.4% | -14.9% | +27.4% |
| 3Y | +179.0% | +78.0% | +101.0% | +146.4% |
| 5Y | +507.2% | +71.7% | +435.5% | +429.9% |
| 10Y | +448.9% | +146.2% | +302.8% | +332.7% |
| All | +16,794.2% | +1,511.7% | +15,282.5% | +8,005.8% |
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 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