-41.0%
CCL vs HST
+97.7%
-138.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | +2.0% | -2.1% | -2.2% |
| 30D | -20.0% | -5.2% | -14.7% | -15.2% |
| 3M | -13.7% | -6.2% | -7.4% | -7.6% |
| 6M | -9.0% | +20.4% | -29.5% | -25.3% |
| YTD | -22.8% | +30.6% | -53.4% | -42.1% |
| 1Y | -25.3% | +37.4% | -62.7% | -47.4% |
| 3Y | +54.1% | +66.1% | -12.0% | -13.3% |
| 5Y | +3.5% | +73.7% | -70.2% | -44.4% |
| 10Y | -41.0% | +99.8% | -140.8% | -70.7% |
| All | -41.0% | +97.7% | -138.7% | -70.7% |
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 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