+1,512.4%
HST vs CP
+7,870.0%
-6,357.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.3% |
| 7D | -4.2% | +6.1% | -10.3% | -7.3% |
| 30D | +9.6% | +9.8% | -0.2% | +3.9% |
| 3M | -1.1% | +2.7% | -3.9% | -2.9% |
| 6M | +21.1% | +12.8% | +8.3% | +12.7% |
| YTD | +47.1% | +28.2% | +18.9% | +26.9% |
| 1Y | +64.0% | +34.1% | +29.9% | +37.8% |
| 3Y | +77.1% | +28.9% | +48.2% | +49.7% |
| 5Y | +71.8% | +27.1% | +44.7% | +44.8% |
| 10Y | +146.3% | +264.8% | -118.5% | +12.1% |
| All | +1,512.4% | +7,870.0% | -6,357.6% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling