+1,330.6%
HST vs CPB
+325.7%
+1,004.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.2% |
| 7D | -1.0% | -8.6% | +7.6% | +1.3% |
| 30D | -12.3% | -7.2% | -5.0% | -10.6% |
| 3M | -6.4% | +0.9% | -7.2% | -7.1% |
| 6M | +15.0% | -11.8% | +26.8% | +17.9% |
| YTD | +30.5% | -19.4% | +49.9% | +36.7% |
| 1Y | +35.7% | -30.4% | +66.1% | +47.5% |
| 3Y | +68.4% | -40.2% | +108.5% | +88.0% |
| 5Y | +73.1% | -39.5% | +112.6% | +89.7% |
| 10Y | +92.7% | -47.4% | +140.1% | +105.5% |
| All | +1,330.6% | +325.7% | +1,004.9% | +420.2% |
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