+10.9%
CARR vs HST
+87.2%
-76.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.5% | +3.6% | -0.1% | +1.4% |
| 30D | +0.4% | +11.2% | -10.9% | -5.6% |
| 3M | -14.1% | +13.1% | -27.2% | -20.0% |
| 6M | -16.7% | +23.9% | -40.6% | -27.1% |
| YTD | +4.2% | +52.3% | -48.1% | -19.4% |
| 1Y | -0.2% | +56.7% | -56.9% | -24.2% |
| 3Y | +10.9% | +87.5% | -76.6% | -30.8% |
| All | +10.9% | +87.2% | -76.3% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling