+1,511.7%
HST vs CP
+7,734.8%
-6,223.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.9% |
| 7D | -2.7% | +2.8% | -5.5% | -4.2% |
| 30D | +10.7% | +10.2% | +0.5% | +4.8% |
| 3M | +6.3% | +2.4% | +3.9% | +4.5% |
| 6M | +19.0% | +7.7% | +11.3% | +13.6% |
| YTD | +47.0% | +26.0% | +21.0% | +28.1% |
| 1Y | +53.4% | +34.6% | +18.8% | +28.8% |
| 3Y | +78.0% | +26.7% | +51.3% | +51.9% |
| 5Y | +71.7% | +24.9% | +46.8% | +46.1% |
| 10Y | +146.2% | +258.6% | -112.4% | +13.1% |
| All | +1,511.7% | +7,734.8% | -6,223.1% | +78.8% |
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