+90.4%
HST vs CAPR
+222.5%
-132.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.9% | +12.5% | +2.6% |
| 7D | +0.6% | +7.6% | -7.1% | +0.5% |
| 30D | +14.5% | +13.3% | +1.2% | +14.4% |
| 3M | +15.4% | +130.4% | -115.0% | +14.7% |
| 6M | +22.0% | -70.8% | +92.8% | +22.3% |
| YTD | +54.9% | -69.3% | +124.1% | +55.1% |
| 1Y | +54.0% | +59.5% | -5.6% | +49.9% |
| 3Y | +90.4% | +216.8% | -126.3% | +61.8% |
| All | +90.4% | +222.5% | -132.1% | +61.8% |
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