+1,511.7%
HST vs CMS
+463.7%
+1,048.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +10.7% | +6.3% | +4.4% | +8.2% |
| 3M | +6.3% | -2.1% | +8.3% | +6.9% |
| 6M | +19.0% | -5.1% | +24.1% | +20.8% |
| YTD | +47.0% | +1.3% | +45.8% | +45.6% |
| 1Y | +53.4% | -1.4% | +54.8% | +53.3% |
| 3Y | +78.0% | +36.9% | +41.1% | +56.3% |
| 5Y | +71.7% | +32.5% | +39.1% | +50.8% |
| 10Y | +146.2% | +126.8% | +19.4% | +75.4% |
| All | +1,511.7% | +463.7% | +1,048.1% | +652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling