+56.7%
CNP vs HST
+68.9%
-12.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -1.8% | -12.3% | +10.4% | -0.4% |
| 3M | -4.6% | -6.4% | +1.7% | -4.0% |
| 6M | -8.8% | +15.0% | -23.9% | -10.6% |
| YTD | +5.2% | +30.5% | -25.3% | +1.3% |
| 1Y | +8.3% | +35.7% | -27.4% | +3.6% |
| All | +56.7% | +68.9% | -12.2% | +42.6% |
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