+137.6%
HST vs CMS
+127.3%
+10.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +10.7% | +7.2% | +3.5% | +7.7% |
| 3M | +6.3% | -1.3% | +7.5% | +6.6% |
| 6M | +19.0% | -4.3% | +23.3% | +20.5% |
| YTD | +47.0% | +2.1% | +45.0% | +44.9% |
| 1Y | +53.4% | -0.6% | +54.0% | +52.8% |
| 3Y | +78.0% | +38.0% | +40.0% | +52.9% |
| 5Y | +71.7% | +33.6% | +38.1% | +46.9% |
| All | +137.6% | +127.3% | +10.3% | +87.4% |
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