+91.7%
CNC vs HST
+101.1%
-9.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.8% | -2.8% | -1.0% | -3.1% |
| 3M | -3.2% | -6.5% | +3.2% | -1.6% |
| 6M | +47.9% | +20.7% | +27.2% | +40.6% |
| YTD | +55.7% | +30.5% | +25.2% | +44.9% |
| 1Y | +106.2% | +36.8% | +69.5% | +89.4% |
| 3Y | -2.1% | +65.9% | -68.0% | -16.5% |
| 5Y | +3.4% | +73.9% | -70.5% | -16.2% |
| 10Y | +91.7% | +107.0% | -15.4% | +41.0% |
| All | +91.7% | +101.1% | -9.4% | +41.0% |
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