+71.7%
HST vs CAPR
+84.7%
-12.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -1.0% | -2.0% | +0.9% | -1.0% |
| 30D | -12.3% | +139.2% | -151.4% | -13.2% |
| 3M | -6.4% | -66.4% | +60.0% | -6.0% |
| 6M | +15.0% | -63.1% | +78.1% | +15.3% |
| YTD | +30.5% | -67.4% | +97.9% | +30.9% |
| 1Y | +35.7% | +58.2% | -22.6% | +30.0% |
| 3Y | +68.4% | +42.2% | +26.2% | +50.0% |
| All | +71.7% | +84.7% | -12.9% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling