+54.0%
HST vs CNH
+27.3%
+26.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +6.9% | +3.4% |
| 7D | +0.6% | +4.5% | -3.9% | -0.4% |
| 30D | +14.5% | +7.6% | +6.8% | +12.6% |
| 3M | +15.4% | +17.0% | -1.6% | +10.3% |
| 6M | +22.0% | +12.9% | +9.0% | +17.0% |
| YTD | +54.9% | +34.3% | +20.6% | +38.5% |
| 1Y | +54.0% | +28.5% | +25.4% | +39.0% |
| All | +54.0% | +27.3% | +26.6% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling