+145.0%
CI vs HST
+92.5%
+52.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | +4.4% | -12.3% | +16.7% | +8.5% |
| 3M | +0.7% | -6.4% | +7.0% | +2.4% |
| 6M | +0.3% | +15.0% | -14.7% | -4.3% |
| YTD | +3.8% | +30.5% | -26.7% | -4.9% |
| 1Y | -5.5% | +35.7% | -41.2% | -14.6% |
| 3Y | +8.1% | +68.4% | -60.3% | -10.9% |
| 5Y | +42.8% | +73.1% | -30.3% | +11.8% |
| All | +145.0% | +92.5% | +52.5% | +64.0% |
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