+112.4%
HST vs CNH
+64.7%
+47.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -1.4% |
| 7D | -1.0% | +23.3% | -24.3% | -9.6% |
| 30D | -12.3% | +33.5% | -45.7% | -22.8% |
| 3M | -6.4% | +32.7% | -39.1% | -18.0% |
| 6M | +15.0% | +22.2% | -7.2% | +3.3% |
| YTD | +30.5% | +57.7% | -27.2% | +4.5% |
| 1Y | +35.7% | +28.0% | +7.7% | +18.2% |
| 3Y | +68.4% | +11.5% | +56.8% | +51.0% |
| 5Y | +73.1% | +11.9% | +61.3% | +50.4% |
| 10Y | +92.7% | +162.8% | -70.1% | +13.6% |
| All | +112.4% | +64.7% | +47.7% | +30.0% |
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 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