+207.1%
HST vs CF
+4,965.4%
-4,758.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.8% |
| 7D | +3.3% | -6.9% | +10.2% | +5.7% |
| 30D | +16.4% | -3.7% | +20.1% | +17.6% |
| 3M | +5.5% | -5.0% | +10.4% | +6.3% |
| 6M | +31.1% | -10.5% | +41.6% | +33.4% |
| YTD | +55.9% | +46.5% | +9.4% | +28.8% |
| 1Y | +75.6% | +34.8% | +40.8% | +49.2% |
| 3Y | +87.8% | +46.7% | +41.1% | +49.1% |
| 5Y | +86.6% | +112.0% | -25.4% | +19.3% |
| 10Y | +161.1% | +529.7% | -368.6% | +0.6% |
| All | +207.1% | +4,965.4% | -4,758.4% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling