+99.8%
HST vs CAG
-36.5%
+136.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +2.0% | -5.3% | +7.3% | +2.9% |
| 30D | -5.2% | +1.0% | -6.2% | -5.4% |
| 3M | -6.2% | +17.4% | -23.6% | -8.7% |
| 6M | +20.4% | -16.8% | +37.2% | +23.7% |
| YTD | +30.6% | -6.8% | +37.4% | +31.4% |
| 1Y | +37.4% | -15.4% | +52.7% | +40.3% |
| 3Y | +66.1% | -37.1% | +103.2% | +76.7% |
| 5Y | +73.7% | -41.3% | +115.0% | +86.3% |
| 10Y | +99.8% | -35.5% | +135.3% | +101.4% |
| All | +99.8% | -36.5% | +136.3% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling