+71.7%
HST vs CNH
+11.5%
+60.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -1.3% |
| 7D | -1.0% | +23.3% | -24.3% | -9.0% |
| 30D | -12.3% | +33.5% | -45.7% | -22.1% |
| 3M | -6.4% | +32.7% | -39.1% | -17.2% |
| 6M | +15.0% | +22.2% | -7.2% | +4.3% |
| YTD | +30.5% | +57.7% | -27.2% | +5.6% |
| 1Y | +35.7% | +28.0% | +7.7% | +19.5% |
| 3Y | +68.4% | +11.5% | +56.8% | +54.0% |
| All | +71.7% | +11.5% | +60.3% | +46.4% |
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