+67.1%
CCI vs HST
+133.9%
-66.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.4% | +3.6% | -5.0% | -2.1% |
| 30D | +12.7% | +9.9% | +2.8% | +10.6% |
| 3M | +23.0% | +12.9% | +10.1% | +20.1% |
| 6M | +0.6% | +22.9% | -22.3% | -3.5% |
| YTD | +4.9% | +52.4% | -47.5% | -3.7% |
| 1Y | +0.7% | +52.5% | -51.9% | -7.6% |
| 3Y | +10.2% | +87.4% | -77.2% | -4.1% |
| 5Y | -36.4% | +82.9% | -119.4% | -45.1% |
| All | +67.1% | +133.9% | -66.8% | +36.0% |
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