+895.8%
CCI vs HST
+354.0%
+541.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | +2.7% | -12.3% | +15.0% | +6.6% |
| 3M | -18.2% | -6.4% | -11.8% | -16.8% |
| 6M | -14.8% | +15.0% | -29.8% | -18.6% |
| YTD | -12.6% | +30.5% | -43.1% | -19.7% |
| 1Y | -16.7% | +35.7% | -52.4% | -24.6% |
| 3Y | -10.5% | +68.4% | -78.9% | -25.7% |
| 5Y | -51.4% | +73.1% | -124.5% | -61.1% |
| 10Y | +20.0% | +92.7% | -72.7% | -16.2% |
| All | +895.8% | +354.0% | +541.8% | +314.5% |
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 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