+8,016.0%
CI vs HST
+1,512.4%
+6,503.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.7% | +4.4% | +0.2% |
| 7D | +1.0% | -4.2% | +5.2% | +2.1% |
| 30D | +9.9% | +9.6% | +0.3% | +7.3% |
| 3M | +12.1% | -1.1% | +13.2% | +12.1% |
| 6M | +10.6% | +21.1% | -10.5% | +4.9% |
| YTD | +11.4% | +47.1% | -35.7% | +0.3% |
| 1Y | +18.8% | +64.0% | -45.2% | +3.8% |
| 3Y | +2.9% | +77.1% | -74.3% | -13.3% |
| 5Y | +54.5% | +71.8% | -17.2% | +27.8% |
| 10Y | +175.7% | +146.3% | +29.5% | +98.4% |
| All | +8,016.0% | +1,512.4% | +6,503.6% | +3,243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling