+78.0%
HST vs CG
+47.3%
+30.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | +10.7% | +5.0% | +5.7% | +8.7% |
| 3M | +6.3% | -18.2% | +24.5% | +13.7% |
| 6M | +19.0% | -20.7% | +39.7% | +28.2% |
| YTD | +47.0% | -31.4% | +78.5% | +66.1% |
| 1Y | +53.4% | -22.3% | +75.7% | +64.6% |
| 3Y | +78.0% | +50.2% | +27.8% | +45.2% |
| All | +78.0% | +47.3% | +30.7% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling