+7,803.6%
CI vs HST
+1,511.7%
+6,291.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | +5.4% | +10.7% | -5.3% | +2.6% |
| 3M | +7.3% | +6.3% | +1.0% | +5.5% |
| 6M | +5.3% | +19.0% | -13.7% | +0.4% |
| YTD | +8.5% | +47.0% | -38.6% | -2.3% |
| 1Y | +17.1% | +53.4% | -36.3% | +4.2% |
| 3Y | +1.4% | +78.0% | -76.6% | -14.6% |
| 5Y | +50.5% | +71.7% | -21.2% | +24.5% |
| 10Y | +168.5% | +146.2% | +22.3% | +93.2% |
| All | +7,803.6% | +1,511.7% | +6,291.9% | +3,155.8% |
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