+81.3%
HST vs CAI
-9.3%
+90.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -26.3% | +25.0% | -1.0% |
| 30D | +13.4% | -17.5% | +30.9% | +13.9% |
| 3M | +16.7% | +5.8% | +10.9% | +17.9% |
| 6M | +24.0% | +53.6% | -29.6% | +26.1% |
| YTD | +54.0% | -9.2% | +63.2% | +54.1% |
| 1Y | +55.0% | -2.7% | +57.7% | +55.8% |
| All | +81.3% | -9.3% | +90.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling