+22.5%
CCI vs HST
+101.1%
-78.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +2.1% | -2.8% | +4.9% | +2.7% |
| 3M | -17.8% | -6.5% | -11.4% | -16.9% |
| 6M | -14.2% | +20.7% | -34.9% | -17.5% |
| YTD | -13.3% | +30.5% | -43.8% | -17.9% |
| 1Y | -16.6% | +36.8% | -53.4% | -21.9% |
| 3Y | -10.8% | +65.9% | -76.7% | -20.5% |
| 5Y | -50.3% | +73.9% | -124.2% | -56.6% |
| 10Y | +22.5% | +107.0% | -84.5% | -0.5% |
| All | +22.5% | +101.1% | -78.6% | -0.5% |
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