-24.8%
CCL vs HST
+38.1%
-62.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | -5.0% | -1.0% | -4.0% | -4.1% |
| 30D | -20.3% | -12.3% | -8.1% | -9.9% |
| 3M | -15.1% | -6.4% | -8.8% | -10.1% |
| 6M | -15.1% | +15.0% | -30.1% | -26.3% |
| YTD | -21.8% | +30.5% | -52.3% | -37.4% |
| 1Y | -24.8% | +35.7% | -60.5% | -39.9% |
| All | -24.8% | +38.1% | -62.9% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling