+101.0%
CB vs HST
+74.0%
+27.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -1.0% | +1.5% | +0.7% |
| 30D | -3.1% | -12.3% | +9.2% | -0.8% |
| 3M | +9.0% | -6.4% | +15.3% | +10.1% |
| 6M | +2.9% | +15.0% | -12.2% | -0.4% |
| YTD | +10.1% | +30.5% | -20.4% | +3.8% |
| 1Y | +22.8% | +35.7% | -12.9% | +14.6% |
| 3Y | +73.8% | +68.4% | +5.4% | +51.8% |
| All | +101.0% | +74.0% | +27.0% | +70.8% |
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