+1,080.4%
CCI vs HST
+411.5%
+669.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -0.1% | -2.7% | +2.6% | +0.7% |
| 30D | +28.4% | +10.7% | +17.7% | +24.5% |
| 3M | +20.0% | +6.3% | +13.7% | +17.6% |
| 6M | +0.8% | +19.0% | -18.2% | -4.7% |
| YTD | +3.6% | +47.0% | -43.4% | -8.3% |
| 1Y | +6.1% | +53.4% | -47.4% | -7.3% |
| 3Y | +7.2% | +78.0% | -70.8% | -12.5% |
| 5Y | -37.0% | +71.7% | -108.7% | -49.4% |
| 10Y | +54.2% | +146.2% | -92.0% | -0.4% |
| All | +1,080.4% | +411.5% | +669.0% | +373.7% |
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