+36.8%
HST vs CAI
-31.0%
+67.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | -0.3% |
| 7D | -0.3% | -3.1% | +2.8% | -0.4% |
| 30D | -2.8% | +2.7% | -5.5% | -2.6% |
| 3M | -6.5% | +41.7% | -48.2% | -4.7% |
| 6M | +20.7% | +26.5% | -5.8% | +22.2% |
| YTD | +30.5% | -10.9% | +41.4% | +26.5% |
| 1Y | +36.8% | -29.2% | +66.0% | +28.5% |
| All | +36.8% | -31.0% | +67.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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