+66.6%
CNP vs HST
+90.3%
-23.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +6.8% | +14.5% | -7.6% | +5.3% |
| 3M | +3.6% | +15.4% | -11.8% | +2.0% |
| 6M | 0.0% | +22.0% | -22.0% | -2.3% |
| YTD | +9.4% | +54.9% | -45.5% | +3.5% |
| 1Y | +6.8% | +54.0% | -47.1% | +1.2% |
| All | +66.6% | +90.3% | -23.8% | +45.8% |
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 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