+96.6%
HST vs CMS
+117.1%
-20.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -12.3% | -3.6% | -8.7% | -11.0% |
| 3M | -6.4% | -1.9% | -4.4% | -5.9% |
| 6M | +15.0% | -11.0% | +26.0% | +19.9% |
| YTD | +30.5% | +0.2% | +30.3% | +29.7% |
| 1Y | +35.7% | -1.3% | +37.0% | +35.4% |
| 3Y | +68.4% | +35.9% | +32.4% | +45.2% |
| 5Y | +73.1% | +23.1% | +50.0% | +53.3% |
| All | +96.6% | +117.1% | -20.5% | +48.0% |
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