+71.6%
HST vs CNH
-14.7%
+86.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | +10.7% | -7.2% | +17.9% | +13.5% |
| 3M | +6.3% | +6.5% | -0.3% | +2.1% |
| 6M | +19.0% | +7.9% | +11.1% | +12.6% |
| YTD | +47.0% | +26.6% | +20.4% | +28.4% |
| 1Y | +53.4% | +13.8% | +39.7% | +39.8% |
| 3Y | +78.0% | +9.2% | +68.8% | +59.4% |
| All | +71.6% | -14.7% | +86.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling