+54.0%
HST vs CMS
-0.8%
+54.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +14.5% | +7.4% | +7.1% | +13.2% |
| 3M | +15.4% | +1.9% | +13.5% | +15.1% |
| 6M | +22.0% | -2.3% | +24.3% | +22.5% |
| YTD | +54.9% | +3.0% | +51.9% | +51.0% |
| 1Y | +54.0% | -2.8% | +56.7% | +53.7% |
| All | +54.0% | -0.8% | +54.7% | +53.7% |
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