+105.5%
CB vs HST
+70.3%
+35.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | +0.4% |
| 7D | +2.6% | -4.2% | +6.7% | +3.4% |
| 30D | +11.2% | +9.6% | +1.6% | +9.3% |
| 3M | +5.7% | -1.1% | +6.8% | +5.8% |
| 6M | +15.9% | +21.1% | -5.2% | +11.3% |
| YTD | +20.2% | +47.1% | -26.9% | +10.6% |
| 1Y | +32.4% | +64.0% | -31.6% | +19.0% |
| 3Y | +75.5% | +77.1% | -1.6% | +52.4% |
| 5Y | +105.5% | +71.8% | +33.7% | +82.8% |
| All | +105.5% | +70.3% | +35.2% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling