+135.4%
HST vs CG
+351.2%
-215.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 6M | +15.0% | -9.2% | +24.2% | +18.2% |
| YTD | +30.5% | -18.9% | +49.4% | +39.5% |
| 1Y | +35.7% | -25.6% | +61.3% | +49.4% |
| 3Y | +68.4% | +57.3% | +11.1% | +31.3% |
| 5Y | +73.1% | +10.2% | +63.0% | +49.7% |
| 10Y | +92.7% | +364.2% | -271.5% | -1.7% |
| All | +135.4% | +351.2% | -215.7% | +10.9% |
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 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