+50.1%
HST vs CPB
-20.9%
+71.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.7% |
| 7D | -1.1% | +3.3% | -4.4% | -1.3% |
| 30D | +11.6% | +19.0% | -7.4% | +10.8% |
| 3M | +9.5% | +0.4% | +9.1% | +9.4% |
| 6M | +18.9% | +13.0% | +6.0% | +19.1% |
| YTD | +51.0% | -12.7% | +63.7% | +52.5% |
| All | +50.1% | -20.9% | +71.0% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling