+99.8%
HST vs CG
+345.5%
-245.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | +2.0% | -1.3% | +3.3% | +2.5% |
| 30D | -5.2% | -3.2% | -2.1% | -4.2% |
| 3M | -6.2% | +6.2% | -12.5% | -9.4% |
| 6M | +20.4% | -4.7% | +25.1% | +21.3% |
| YTD | +30.6% | -20.6% | +51.3% | +41.6% |
| 1Y | +37.4% | -26.4% | +63.7% | +52.9% |
| 3Y | +66.1% | +55.4% | +10.7% | +26.1% |
| 5Y | +73.7% | +9.8% | +63.9% | +47.4% |
| 10Y | +99.8% | +341.4% | -241.6% | +4.8% |
| All | +99.8% | +345.5% | -245.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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