+441.9%
CARR vs HST
+210.8%
+231.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -8.7% | -12.3% | +3.5% | -4.3% |
| 3M | -12.6% | -6.4% | -6.2% | -10.7% |
| 6M | -1.5% | +15.0% | -16.5% | -6.8% |
| YTD | +14.3% | +30.5% | -16.2% | +3.3% |
| 1Y | -4.6% | +35.7% | -40.3% | -15.3% |
| 3Y | +7.3% | +68.4% | -61.0% | -11.9% |
| 5Y | +11.6% | +73.1% | -61.5% | -9.9% |
| All | +441.9% | +210.8% | +231.1% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling