+53.4%
HST vs CMS
-0.8%
+54.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +10.7% | +7.2% | +3.5% | +9.3% |
| 3M | +6.3% | -1.3% | +7.5% | +6.6% |
| 6M | +19.0% | -4.3% | +23.3% | +20.1% |
| YTD | +47.0% | +2.1% | +45.0% | +42.6% |
| 1Y | +53.4% | -0.6% | +54.0% | +51.3% |
| All | +53.4% | -0.8% | +54.3% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling