+139.2%
HST vs CNH
+32.2%
+107.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | +10.7% | -7.2% | +17.9% | +13.8% |
| 3M | +6.3% | +6.5% | -0.3% | +1.9% |
| 6M | +19.0% | +7.9% | +11.1% | +12.2% |
| YTD | +47.0% | +26.6% | +20.4% | +27.9% |
| 1Y | +53.4% | +13.8% | +39.7% | +39.3% |
| 3Y | +78.0% | +9.2% | +68.8% | +58.8% |
| 5Y | +71.7% | -15.6% | +87.3% | +66.9% |
| 10Y | +146.2% | +119.2% | +27.0% | +56.1% |
| All | +139.2% | +32.2% | +107.0% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling