+144.6%
HST vs CF
+494.2%
-349.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.8% |
| 7D | +0.6% | +4.8% | -4.2% | -1.0% |
| 30D | +14.5% | +9.7% | +4.8% | +11.0% |
| 3M | +15.4% | +1.2% | +14.2% | +14.1% |
| 6M | +22.0% | +7.4% | +14.6% | +17.2% |
| YTD | +54.9% | +60.5% | -5.7% | +26.1% |
| 1Y | +54.0% | +50.7% | +3.2% | +27.9% |
| 3Y | +90.4% | +64.8% | +25.6% | +47.8% |
| 5Y | +84.2% | +115.8% | -31.6% | +16.8% |
| 10Y | +144.6% | +481.0% | -336.4% | +4.0% |
| All | +144.6% | +494.2% | -349.6% | +4.0% |
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