+96.6%
HST vs CF
+569.3%
-472.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.2% |
| 7D | -1.0% | +6.0% | -7.0% | -2.8% |
| 30D | -12.3% | +14.8% | -27.1% | -16.0% |
| 3M | -6.4% | +14.1% | -20.4% | -10.6% |
| 6M | +15.0% | +28.5% | -13.5% | +2.6% |
| YTD | +30.5% | +74.9% | -44.4% | +4.6% |
| 1Y | +35.7% | +61.7% | -26.0% | +11.1% |
| 3Y | +68.4% | +80.3% | -11.9% | +28.1% |
| 5Y | +73.1% | +226.0% | -152.8% | -6.2% |
| All | +96.6% | +569.3% | -472.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling