+82.3%
HST vs CP
+25.5%
+56.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +3.6% | +2.1% | +1.4% | +2.4% |
| 30D | +11.2% | +9.3% | +1.9% | +5.7% |
| 3M | +13.1% | +0.5% | +12.6% | +12.5% |
| 6M | +23.9% | +10.4% | +13.5% | +16.5% |
| YTD | +52.3% | +28.7% | +23.6% | +30.5% |
| 1Y | +56.7% | +33.2% | +23.5% | +31.6% |
| 3Y | +87.5% | +38.4% | +49.1% | +49.4% |
| All | +82.3% | +25.5% | +56.7% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling