+131.7%
HST vs CPB
-39.2%
+170.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -2.7% | +8.0% | -10.7% | -3.0% |
| 30D | +10.7% | +22.4% | -11.7% | +9.7% |
| 3M | +6.3% | +3.8% | +2.4% | +6.0% |
| 6M | +19.0% | +13.7% | +5.3% | +18.2% |
| YTD | +47.0% | -11.7% | +58.7% | +47.6% |
| 1Y | +53.4% | -18.1% | +71.6% | +54.6% |
| 3Y | +78.0% | -34.7% | +112.7% | +80.8% |
| 5Y | +71.7% | -30.6% | +102.2% | +75.4% |
| All | +131.7% | -39.2% | +170.9% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling