+54.0%
HST vs CP
+32.8%
+21.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.6% |
| 30D | +14.5% | +11.0% | +3.4% | +9.2% |
| 3M | +15.4% | +3.8% | +11.6% | +13.3% |
| 6M | +22.0% | +9.5% | +12.5% | +16.3% |
| YTD | +54.9% | +28.2% | +26.7% | +36.0% |
| 1Y | +54.0% | +33.0% | +21.0% | +31.7% |
| All | +54.0% | +32.8% | +21.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling