+436.5%
CARR vs HST
+211.1%
+225.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.2% | +2.0% | +1.3% | +2.5% |
| 30D | -7.7% | -5.2% | -2.4% | -5.9% |
| 3M | -11.9% | -6.2% | -5.7% | -10.1% |
| 6M | +2.0% | +20.4% | -18.4% | -5.1% |
| YTD | +13.2% | +30.6% | -17.5% | +2.2% |
| 1Y | -8.5% | +37.4% | -45.9% | -19.1% |
| 3Y | +5.0% | +66.1% | -61.2% | -13.5% |
| 5Y | +12.0% | +73.7% | -61.7% | -9.7% |
| All | +436.5% | +211.1% | +225.4% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling