+99.8%
HST vs CPB
-45.7%
+145.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +2.0% | -8.2% | +10.2% | +2.4% |
| 30D | -5.2% | -5.6% | +0.4% | -5.0% |
| 3M | -6.2% | +3.0% | -9.2% | -6.4% |
| 6M | +20.4% | -12.7% | +33.2% | +21.2% |
| YTD | +30.6% | -18.0% | +48.6% | +31.8% |
| 1Y | +37.4% | -31.7% | +69.1% | +39.8% |
| 3Y | +66.1% | -41.0% | +107.1% | +69.8% |
| 5Y | +73.7% | -38.4% | +112.1% | +78.3% |
| 10Y | +99.8% | -45.0% | +144.7% | +102.7% |
| All | +99.8% | -45.7% | +145.5% | +102.7% |
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