+1,336.5%
HST vs CGNX
+12,360.6%
-11,024.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | -0.7% | -1.8% | +1.1% | -0.5% |
| 3M | -4.0% | +5.3% | -9.3% | -5.9% |
| 6M | +20.7% | +22.3% | -1.6% | +14.1% |
| YTD | +31.0% | +72.2% | -41.1% | +12.7% |
| 1Y | +36.2% | +39.8% | -3.6% | +21.7% |
| 3Y | +66.6% | +44.8% | +21.8% | +44.2% |
| 5Y | +75.8% | -27.0% | +102.8% | +73.2% |
| 10Y | +108.0% | +177.7% | -69.7% | +47.8% |
| All | +1,336.5% | +12,360.6% | -11,024.2% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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