+1,330.6%
HST vs CAG
+604.9%
+725.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.0% | -3.8% | +2.8% | +0.2% |
| 30D | -12.3% | +3.1% | -15.4% | -13.2% |
| 3M | -6.4% | +23.5% | -29.8% | -12.8% |
| 6M | +15.0% | -14.8% | +29.9% | +19.8% |
| YTD | +30.5% | -5.4% | +35.9% | +31.0% |
| 1Y | +35.7% | -11.8% | +47.5% | +38.9% |
| 3Y | +68.4% | -36.7% | +105.0% | +88.7% |
| 5Y | +73.1% | -40.3% | +113.4% | +95.4% |
| 10Y | +92.7% | -37.0% | +129.7% | +98.1% |
| All | +1,330.6% | +604.9% | +725.8% | +424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling