+71.7%
HST vs CG
+10.1%
+61.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | -1.0% | -4.3% | +3.3% | +0.7% |
| 30D | -12.3% | -5.1% | -7.2% | -10.6% |
| 3M | -6.4% | +8.7% | -15.0% | -10.2% |
| 6M | +15.0% | -9.2% | +24.2% | +18.2% |
| YTD | +30.5% | -18.9% | +49.4% | +39.7% |
| 1Y | +35.7% | -25.6% | +61.3% | +49.7% |
| 3Y | +68.4% | +57.3% | +11.1% | +29.0% |
| All | +71.7% | +10.1% | +61.6% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling