+142.2%
CI vs HST
+133.9%
+8.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -1.7% | +3.6% | -5.3% | -2.8% |
| 30D | +4.9% | +9.9% | -5.0% | +1.8% |
| 3M | +7.4% | +12.9% | -5.5% | +3.4% |
| 6M | +0.4% | +22.9% | -22.5% | -6.1% |
| YTD | +9.5% | +52.4% | -42.9% | -4.4% |
| 1Y | +12.0% | +52.5% | -40.6% | -2.3% |
| 3Y | +7.1% | +87.4% | -80.3% | -14.4% |
| 5Y | +49.3% | +82.9% | -33.6% | +15.7% |
| All | +142.2% | +133.9% | +8.3% | +67.3% |
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 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