+84.0%
HST vs CART
+37.6%
+46.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -5.4% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | +9.6% | +27.1% | -17.5% | +6.5% |
| 3M | -1.1% | +27.4% | -28.5% | -4.0% |
| 6M | +21.1% | +32.1% | -11.0% | +16.7% |
| YTD | +47.1% | +28.5% | +18.6% | +41.7% |
| 1Y | +64.0% | +58.8% | +5.2% | +53.4% |
| 3Y | +77.1% | +114.8% | -37.6% | +52.3% |
| All | +84.0% | +37.6% | +46.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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