+165.2%
HST vs CG
+281.3%
-116.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +6.3% | -18.2% | +24.5% | +14.5% |
| 6M | +19.0% | -20.7% | +39.7% | +29.0% |
| YTD | +47.0% | -31.4% | +78.5% | +67.5% |
| 1Y | +53.4% | -22.3% | +75.7% | +65.8% |
| 3Y | +78.0% | +50.2% | +27.8% | +40.8% |
| 5Y | +71.7% | -22.1% | +93.7% | +70.5% |
| 10Y | +146.2% | +295.5% | -149.3% | +33.8% |
| All | +165.2% | +281.3% | -116.1% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling