+71.8%
CB vs HST
+77.0%
-5.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.2% | -2.7% | +2.9% | +0.5% |
| 30D | +9.1% | +10.7% | -1.6% | +7.8% |
| 3M | +3.4% | +6.3% | -2.8% | +2.7% |
| 6M | +14.1% | +19.0% | -4.9% | +11.5% |
| YTD | +18.0% | +47.0% | -29.0% | +11.9% |
| 1Y | +30.1% | +53.4% | -23.3% | +22.6% |
| 3Y | +71.8% | +78.0% | -6.2% | +63.1% |
| All | +71.8% | +77.0% | -5.3% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling