+90.4%
HST vs CP
+31.7%
+58.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.8% |
| 30D | +14.5% | +11.0% | +3.4% | +8.6% |
| 3M | +15.4% | +3.8% | +11.6% | +13.0% |
| 6M | +22.0% | +9.5% | +12.5% | +16.0% |
| YTD | +54.9% | +28.2% | +26.7% | +35.2% |
| 1Y | +54.0% | +33.0% | +21.0% | +31.8% |
| 3Y | +90.4% | +35.5% | +54.9% | +60.2% |
| All | +90.4% | +31.7% | +58.7% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling