+1,511.7%
HST vs CPB
+360.6%
+1,151.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.3% |
| 7D | -2.7% | +8.0% | -10.7% | -4.7% |
| 30D | +10.7% | +22.4% | -11.7% | +4.6% |
| 3M | +6.3% | +2.5% | +3.7% | +5.0% |
| 6M | +19.0% | +12.2% | +6.8% | +14.2% |
| YTD | +47.0% | -12.8% | +59.8% | +50.2% |
| 1Y | +53.4% | -19.2% | +72.6% | +59.9% |
| 3Y | +78.0% | -35.6% | +113.6% | +94.4% |
| 5Y | +71.7% | -31.4% | +103.1% | +81.1% |
| 10Y | +146.2% | -37.9% | +184.1% | +148.1% |
| All | +1,511.7% | +360.6% | +1,151.2% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling