+1,511.7%
HST vs CAG
+602.0%
+909.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -2.7% | +5.8% | -8.5% | -4.5% |
| 30D | +10.7% | +16.4% | -5.7% | +5.2% |
| 3M | +6.3% | +3.8% | +2.4% | +4.3% |
| 6M | +19.0% | +10.8% | +8.2% | +13.8% |
| YTD | +47.0% | -5.8% | +52.9% | +47.0% |
| 1Y | +53.4% | -2.4% | +55.8% | +51.6% |
| 3Y | +78.0% | -33.4% | +111.4% | +95.4% |
| 5Y | +71.7% | -39.4% | +111.1% | +92.0% |
| 10Y | +146.2% | -37.5% | +183.7% | +152.8% |
| All | +1,511.7% | +602.0% | +909.7% | +488.3% |
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