+36.8%
HST vs CAG
-16.0%
+52.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | -0.3% | -6.6% | +6.3% | +0.2% |
| 30D | -2.8% | +2.3% | -5.1% | -2.9% |
| 3M | -6.5% | +16.3% | -22.8% | -6.9% |
| 6M | +20.7% | -16.0% | +36.7% | +23.1% |
| YTD | +30.5% | -7.7% | +38.2% | +30.3% |
| 1Y | +36.8% | -16.0% | +52.8% | +37.7% |
| All | +36.8% | -16.0% | +52.8% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling