+71.7%
HST vs CF
+227.0%
-155.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | -1.0% | +6.0% | -7.0% | -1.8% |
| 30D | -12.3% | +14.8% | -27.1% | -13.8% |
| 3M | -6.4% | +14.1% | -20.4% | -8.1% |
| 6M | +15.0% | +28.5% | -13.5% | +8.9% |
| YTD | +30.5% | +74.9% | -44.4% | +16.5% |
| 1Y | +35.7% | +61.7% | -26.0% | +22.6% |
| 3Y | +68.4% | +80.3% | -11.9% | +46.1% |
| All | +71.7% | +227.0% | -155.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling