+50.1%
HST vs CP
+33.1%
+17.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.8% |
| 7D | -1.1% | +2.8% | -3.9% | -2.3% |
| 30D | +11.6% | +11.3% | +0.3% | +6.3% |
| 3M | +9.5% | +2.9% | +6.7% | +8.1% |
| 6M | +18.9% | +9.8% | +9.2% | +13.3% |
| YTD | +51.0% | +28.5% | +22.4% | +32.4% |
| All | +50.1% | +33.1% | +17.0% | +28.3% |
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