+74.4%
CNP vs HST
+74.0%
+0.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | -4.6% | -6.4% | +1.7% | -3.8% |
| 6M | -8.8% | +15.0% | -23.9% | -11.2% |
| YTD | +5.2% | +30.5% | -25.3% | +0.2% |
| 1Y | +8.3% | +35.7% | -27.4% | +2.3% |
| 3Y | +54.9% | +68.4% | -13.5% | +39.0% |
| All | +74.4% | +74.0% | +0.5% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling