+54.0%
HST vs CG
-19.2%
+73.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.0% |
| 7D | +0.6% | +2.0% | -1.4% | +0.1% |
| 30D | +14.5% | +8.5% | +5.9% | +11.9% |
| 3M | +15.4% | -12.1% | +27.5% | +18.9% |
| 6M | +22.0% | -16.4% | +38.4% | +27.7% |
| YTD | +54.9% | -28.0% | +82.8% | +67.6% |
| 1Y | +54.0% | -18.9% | +72.9% | +56.9% |
| All | +54.0% | -19.2% | +73.1% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling