+46.2%
HST vs CP
+30.5%
+15.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -2.7% | +2.8% | -5.5% | -3.8% |
| 30D | +10.7% | +10.2% | +0.5% | +5.9% |
| 3M | +6.3% | +2.4% | +3.9% | +5.0% |
| 6M | +19.0% | +7.7% | +11.3% | +14.3% |
| YTD | +47.0% | +26.0% | +21.0% | +30.1% |
| All | +46.2% | +30.5% | +15.7% | +26.0% |
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