+122.4%
HST vs CPB
-38.9%
+161.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.2% |
| 7D | +3.6% | -1.6% | +5.1% | +3.6% |
| 30D | +11.2% | +19.2% | -8.0% | +10.3% |
| 3M | +13.1% | -0.9% | +14.0% | +13.0% |
| 6M | +23.9% | +15.2% | +8.7% | +23.1% |
| YTD | +52.3% | -13.1% | +65.4% | +53.0% |
| 1Y | +56.7% | -22.4% | +79.1% | +58.2% |
| 3Y | +87.5% | -35.3% | +122.8% | +90.5% |
| 5Y | +82.8% | -33.0% | +115.8% | +86.8% |
| All | +122.4% | -38.9% | +161.3% | +127.8% |
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