+150.3%
CI vs HST
+143.2%
+7.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +7.3% | +14.5% | -7.2% | +2.9% |
| 3M | +9.5% | +15.4% | -5.9% | +4.7% |
| 6M | +6.4% | +22.0% | -15.6% | -0.2% |
| YTD | +12.0% | +54.9% | -42.9% | -2.7% |
| 1Y | +20.1% | +54.0% | -33.9% | +4.5% |
| 3Y | +9.6% | +90.4% | -80.9% | -12.8% |
| 5Y | +52.7% | +84.2% | -31.5% | +18.2% |
| 10Y | +150.3% | +144.6% | +5.7% | +70.2% |
| All | +150.3% | +143.2% | +7.0% | +70.2% |
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