+64.7%
CCI vs HST
+143.2%
-78.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +1.2% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +12.2% | +14.5% | -2.3% | +9.3% |
| 3M | +23.1% | +15.4% | +7.7% | +19.7% |
| 6M | +1.3% | +22.0% | -20.7% | -2.8% |
| YTD | +4.5% | +54.9% | -50.4% | -4.3% |
| 1Y | +2.3% | +54.0% | -51.7% | -6.2% |
| 3Y | +9.8% | +90.4% | -80.6% | -4.7% |
| 5Y | -36.5% | +84.2% | -120.8% | -45.2% |
| 10Y | +64.7% | +144.6% | -79.9% | +35.0% |
| All | +64.7% | +143.2% | -78.6% | +35.0% |
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