-1.3%
CNC vs HST
+68.6%
-69.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -1.0% | +2.0% | -3.0% | -1.3% |
| 30D | -1.8% | -5.2% | +3.4% | -1.1% |
| 3M | -0.7% | -6.2% | +5.5% | +0.2% |
| 6M | +47.9% | +20.4% | +27.5% | +45.1% |
| YTD | +56.9% | +30.6% | +26.3% | +52.4% |
| 1Y | +123.9% | +37.4% | +86.6% | +116.1% |
| 3Y | -1.3% | +66.1% | -67.4% | -6.9% |
| All | -1.3% | +68.6% | -69.9% | -6.9% |
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