+15,232.8%
CAH vs HST
+1,330.6%
+13,902.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +5.4% | -1.0% | +6.4% | +5.6% |
| 30D | +3.3% | -12.3% | +15.6% | +5.7% |
| 3M | +22.8% | -6.4% | +29.1% | +24.0% |
| 6M | +11.3% | +15.0% | -3.7% | +8.1% |
| YTD | +21.1% | +30.5% | -9.4% | +14.9% |
| 1Y | +67.2% | +35.7% | +31.6% | +57.2% |
| 3Y | +195.6% | +68.4% | +127.2% | +163.6% |
| 5Y | +413.8% | +73.1% | +340.7% | +347.8% |
| 10Y | +309.6% | +92.7% | +216.8% | +237.0% |
| All | +15,232.8% | +1,330.6% | +13,902.2% | +7,422.6% |
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