+414.1%
CARR vs HST
+212.1%
+202.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | -11.0% | -0.7% | -10.3% | -10.8% |
| 3M | -16.4% | -4.0% | -12.4% | -15.4% |
| 6M | -2.4% | +20.7% | -23.1% | -9.2% |
| YTD | +8.4% | +31.0% | -22.6% | -2.2% |
| 1Y | -8.0% | +36.2% | -44.2% | -18.4% |
| 3Y | +0.6% | +66.6% | -66.1% | -17.2% |
| 5Y | +7.7% | +75.8% | -68.0% | -13.4% |
| All | +414.1% | +212.1% | +202.0% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling