+7,262.2%
CB vs HST
+1,849.7%
+5,412.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | +0.9% |
| 7D | +2.6% | -4.2% | +6.7% | +3.8% |
| 30D | +11.2% | +9.6% | +1.6% | +8.2% |
| 3M | +5.7% | -1.1% | +6.8% | +5.8% |
| 6M | +15.9% | +21.1% | -5.2% | +9.1% |
| YTD | +20.2% | +47.1% | -26.9% | +6.5% |
| 1Y | +32.4% | +64.0% | -31.6% | +13.5% |
| 3Y | +75.5% | +77.1% | -1.6% | +44.2% |
| 5Y | +105.5% | +71.8% | +33.7% | +65.4% |
| 10Y | +258.5% | +146.3% | +112.2% | +145.4% |
| All | +7,262.2% | +1,849.7% | +5,412.5% | +3,084.3% |
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