+4,577.2%
CNC vs HST
+418.7%
+4,158.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +3.5% | -1.0% | +4.6% | +3.8% |
| 30D | +0.1% | -12.3% | +12.3% | +3.4% |
| 3M | +6.9% | -6.4% | +13.3% | +8.6% |
| 6M | +49.0% | +15.0% | +34.0% | +43.5% |
| YTD | +62.9% | +30.5% | +32.4% | +51.7% |
| 1Y | +134.0% | +35.7% | +98.3% | +115.5% |
| 3Y | +9.4% | +68.4% | -59.0% | -6.7% |
| 5Y | +4.1% | +73.1% | -69.0% | -14.3% |
| 10Y | +95.4% | +92.7% | +2.7% | +47.4% |
| All | +4,577.2% | +418.7% | +4,158.6% | +2,148.2% |
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