-36.9%
CCI vs HST
+71.5%
-108.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -0.1% | -2.7% | +2.6% | +0.5% |
| 30D | +28.4% | +10.7% | +17.7% | +25.5% |
| 3M | +20.0% | +6.3% | +13.7% | +18.3% |
| 6M | +0.8% | +19.0% | -18.2% | -3.4% |
| YTD | +3.6% | +47.0% | -43.4% | -5.4% |
| 1Y | +6.1% | +53.4% | -47.4% | -4.1% |
| 3Y | +7.2% | +78.0% | -70.8% | -8.2% |
| All | -36.9% | +71.5% | -108.4% | -43.6% |
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