+9.6%
CARR vs HST
+75.9%
-66.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | +0.6% | -0.3% | +1.0% | +0.8% |
| 30D | -8.7% | -2.8% | -5.9% | -7.5% |
| 3M | -18.4% | -6.5% | -11.9% | -16.1% |
| 6M | -0.6% | +20.7% | -21.3% | -9.9% |
| YTD | +10.9% | +30.5% | -19.5% | -3.2% |
| 1Y | -7.3% | +36.8% | -44.1% | -21.3% |
| 3Y | +2.9% | +65.9% | -63.0% | -21.1% |
| 5Y | +9.6% | +73.9% | -64.3% | -18.2% |
| All | +9.6% | +75.9% | -66.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling