+144.6%
HST vs CMS
+134.3%
+10.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +14.5% | +7.4% | +7.1% | +11.3% |
| 3M | +15.4% | +1.9% | +13.5% | +14.4% |
| 6M | +22.0% | -2.3% | +24.3% | +22.6% |
| YTD | +54.9% | +3.0% | +51.9% | +52.1% |
| 1Y | +54.0% | -2.8% | +56.7% | +54.7% |
| 3Y | +90.4% | +37.9% | +52.5% | +63.5% |
| 5Y | +84.2% | +34.0% | +50.3% | +57.4% |
| 10Y | +144.6% | +138.1% | +6.5% | +95.0% |
| All | +144.6% | +134.3% | +10.3% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling