+137.9%
HST vs CP
+261.0%
-123.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.5% |
| 7D | -1.1% | +2.8% | -3.9% | -2.7% |
| 30D | +11.6% | +11.3% | +0.3% | +4.7% |
| 3M | +9.5% | +2.9% | +6.7% | +7.4% |
| 6M | +18.9% | +9.8% | +9.2% | +12.0% |
| YTD | +51.0% | +28.5% | +22.4% | +28.9% |
| 1Y | +53.0% | +33.5% | +19.5% | +27.7% |
| 3Y | +87.5% | +31.9% | +55.6% | +54.2% |
| 5Y | +76.7% | +25.5% | +51.2% | +47.4% |
| 10Y | +137.9% | +257.6% | -119.7% | +18.1% |
| All | +137.9% | +261.0% | -123.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling