+4,802.6%
CNC vs HST
+505.7%
+4,296.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -5.3% | +3.6% | -8.9% | -6.1% |
| 30D | +2.0% | +9.9% | -7.9% | -0.4% |
| 3M | +4.8% | +12.9% | -8.2% | +1.5% |
| 6M | +18.5% | +22.9% | -4.4% | +12.3% |
| YTD | +70.8% | +52.4% | +18.4% | +52.9% |
| 1Y | +94.1% | +52.5% | +41.6% | +73.8% |
| 3Y | -2.2% | +87.4% | -89.7% | -18.7% |
| 5Y | -7.4% | +82.9% | -90.3% | -24.7% |
| 10Y | +177.3% | +134.8% | +42.6% | +99.2% |
| All | +4,802.6% | +505.7% | +4,296.9% | +2,164.9% |
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 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