+150.9%
CI vs HST
+143.8%
+7.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +6.4% | +13.4% | -7.0% | +2.3% |
| 3M | +10.7% | +16.7% | -6.0% | +5.5% |
| 6M | +5.5% | +24.0% | -18.5% | -1.6% |
| YTD | +11.4% | +54.0% | -42.6% | -3.0% |
| 1Y | +15.0% | +55.0% | -40.0% | -0.2% |
| 3Y | +9.0% | +89.3% | -80.4% | -13.1% |
| 5Y | +52.0% | +85.4% | -33.5% | +17.2% |
| 10Y | +150.9% | +137.1% | +13.8% | +69.4% |
| All | +150.9% | +143.8% | +7.1% | +69.4% |
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