+54.9%
HST vs CAPR
-99.1%
+154.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.1% |
| 3M | -6.4% | -66.4% | +60.0% | -6.0% |
| 6M | +15.0% | -63.1% | +78.1% | +15.2% |
| YTD | +30.5% | -67.4% | +97.9% | +30.9% |
| 1Y | +35.7% | +58.2% | -22.6% | +31.0% |
| 3Y | +68.4% | +42.2% | +26.2% | +60.5% |
| 5Y | +73.1% | +87.3% | -14.1% | +63.7% |
| 10Y | +92.7% | -75.3% | +168.0% | +77.0% |
| All | +54.9% | -99.1% | +154.0% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling