+122.4%
HST vs CAG
-37.3%
+159.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +3.6% | -3.3% | +6.9% | +4.1% |
| 30D | +11.2% | +7.7% | +3.5% | +9.8% |
| 3M | +13.1% | -3.2% | +16.3% | +13.4% |
| 6M | +23.9% | +7.0% | +17.0% | +22.1% |
| YTD | +52.3% | -9.0% | +61.3% | +53.3% |
| 1Y | +56.7% | -9.6% | +66.3% | +57.9% |
| 3Y | +87.5% | -36.0% | +123.5% | +98.3% |
| 5Y | +82.8% | -40.9% | +123.7% | +95.2% |
| All | +122.4% | -37.3% | +159.7% | +139.8% |
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