+131.7%
HST vs CAPR
-68.0%
+199.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -2.7% | +41.1% | -43.8% | -3.3% |
| 30D | +10.7% | +11.1% | -0.4% | +10.4% |
| 3M | +6.3% | +115.3% | -109.1% | +4.4% |
| 6M | +19.0% | -73.8% | +92.8% | +20.1% |
| YTD | +47.0% | -68.8% | +115.8% | +47.7% |
| 1Y | +53.4% | +43.3% | +10.1% | +43.9% |
| 3Y | +78.0% | +214.7% | -136.7% | +57.5% |
| 5Y | +71.7% | +141.3% | -69.6% | +50.6% |
| All | +131.7% | -68.0% | +199.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling