+71.8%
HST vs CFG
+396.4%
-324.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.0% | +1.5% | -2.6% | -1.8% |
| 30D | -12.3% | -3.8% | -8.4% | -10.5% |
| 3M | -6.4% | +11.5% | -17.8% | -11.9% |
| 6M | +15.0% | +19.2% | -4.2% | +4.4% |
| YTD | +30.5% | +23.7% | +6.8% | +15.9% |
| 1Y | +35.7% | +38.8% | -3.2% | +13.0% |
| 3Y | +68.4% | +178.9% | -110.5% | -5.9% |
| 5Y | +73.1% | +101.8% | -28.7% | +10.7% |
| 10Y | +92.7% | +317.3% | -224.5% | -18.6% |
| All | +71.8% | +396.4% | -324.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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