+87.7%
HST vs CAPR
+264.4%
-176.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | -1.0% |
| 7D | +3.6% | +19.1% | -15.5% | +3.5% |
| 30D | +9.9% | +48.8% | -38.9% | +9.6% |
| 3M | +12.9% | +144.4% | -131.5% | +12.2% |
| 6M | +22.9% | -67.5% | +90.4% | +23.1% |
| YTD | +52.4% | -64.5% | +116.9% | +52.5% |
| 1Y | +52.5% | +74.4% | -21.9% | +48.6% |
| All | +87.7% | +264.4% | -176.8% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling