+1,330.6%
HST vs CP
+7,669.4%
-6,338.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | -1.0% | -2.7% | +1.6% | +0.4% |
| 30D | -12.3% | +0.2% | -12.4% | -12.4% |
| 3M | -6.4% | +2.6% | -8.9% | -8.0% |
| 6M | +15.0% | +6.0% | +9.0% | +10.8% |
| YTD | +30.5% | +24.9% | +5.6% | +14.4% |
| 1Y | +35.7% | +20.1% | +15.6% | +21.3% |
| 3Y | +68.4% | +16.4% | +52.0% | +50.9% |
| 5Y | +73.1% | +31.7% | +41.4% | +43.0% |
| 10Y | +92.7% | +223.9% | -131.1% | -6.3% |
| All | +1,330.6% | +7,669.4% | -6,338.8% | +59.8% |
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