+122.4%
HST vs CMS
+140.2%
-17.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | +3.6% | +1.7% | +1.8% | +2.9% |
| 30D | +11.2% | +6.2% | +5.0% | +8.6% |
| 3M | +13.1% | +0.6% | +12.5% | +12.7% |
| 6M | +23.9% | -1.8% | +25.7% | +24.3% |
| YTD | +52.3% | +3.8% | +48.4% | +49.1% |
| 1Y | +56.7% | -1.8% | +58.4% | +56.7% |
| 3Y | +87.5% | +39.8% | +47.7% | +60.1% |
| 5Y | +82.8% | +37.1% | +45.7% | +54.5% |
| All | +122.4% | +140.2% | -17.8% | +74.5% |
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