+1.4%
CI vs HST
+77.0%
-75.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +5.4% | +10.7% | -5.3% | +3.6% |
| 3M | +7.3% | +6.3% | +1.0% | +6.1% |
| 6M | +5.3% | +19.0% | -13.7% | +2.1% |
| YTD | +8.5% | +47.0% | -38.6% | +1.4% |
| 1Y | +17.1% | +53.4% | -36.3% | +8.7% |
| 3Y | +1.4% | +78.0% | -76.6% | -14.9% |
| All | +1.4% | +77.0% | -75.6% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling