+122.6%
HST vs CNH
+107.0%
+15.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.8% |
| 7D | +3.6% | +6.4% | -2.8% | +0.4% |
| 30D | +9.9% | -1.6% | +11.5% | +10.1% |
| 3M | +12.9% | +11.6% | +1.4% | +5.2% |
| 6M | +22.9% | +12.5% | +10.3% | +12.5% |
| YTD | +52.4% | +31.1% | +21.3% | +28.0% |
| 1Y | +52.5% | +17.0% | +35.5% | +35.1% |
| 3Y | +87.4% | +28.7% | +58.7% | +51.6% |
| 5Y | +82.9% | -17.4% | +100.3% | +78.1% |
| All | +122.6% | +107.0% | +15.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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