+1,860.4%
CNP vs HST
+1,511.7%
+348.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -4.2% | -2.7% | -1.5% | -3.7% |
| 30D | +5.5% | +10.7% | -5.2% | +3.5% |
| 3M | +0.6% | +6.3% | -5.7% | -0.6% |
| 6M | -2.8% | +19.0% | -21.8% | -6.2% |
| YTD | +7.9% | +47.0% | -39.2% | 0.0% |
| 1Y | +6.7% | +53.4% | -46.8% | -2.0% |
| 3Y | +61.1% | +78.0% | -16.9% | +42.4% |
| 5Y | +73.0% | +71.7% | +1.3% | +51.1% |
| 10Y | +141.9% | +146.2% | -4.3% | +92.5% |
| All | +1,860.4% | +1,511.7% | +348.7% | +1,072.6% |
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 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