+52.0%
CI vs HST
+83.2%
-31.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +6.4% | +13.4% | -7.0% | +3.8% |
| 3M | +10.7% | +16.7% | -6.0% | +7.3% |
| 6M | +5.5% | +24.0% | -18.5% | +0.8% |
| YTD | +11.4% | +54.0% | -42.6% | +1.9% |
| 1Y | +15.0% | +55.0% | -40.0% | +5.0% |
| 3Y | +9.0% | +89.3% | -80.4% | -5.6% |
| 5Y | +52.0% | +85.4% | -33.5% | +31.9% |
| All | +52.0% | +83.2% | -31.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling