+248.2%
CB vs HST
+142.8%
+105.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | +9.1% | +10.7% | -1.6% | +5.7% |
| 3M | +3.4% | +6.3% | -2.8% | +1.3% |
| 6M | +14.1% | +19.0% | -4.9% | +7.6% |
| YTD | +18.0% | +47.0% | -29.0% | +3.8% |
| 1Y | +30.1% | +53.4% | -23.3% | +12.9% |
| 3Y | +71.8% | +78.0% | -6.2% | +38.6% |
| 5Y | +101.8% | +71.7% | +30.2% | +58.8% |
| All | +248.2% | +142.8% | +105.4% | +128.5% |
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