+145.1%
CCL vs HST
+77.0%
+68.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.6% | -2.7% | +5.3% | +5.4% |
| 30D | +13.1% | +10.7% | +2.4% | +2.9% |
| 3M | +3.3% | +6.3% | -3.0% | -2.5% |
| 6M | +8.7% | +19.0% | -10.3% | -8.0% |
| YTD | -1.6% | +47.0% | -48.6% | -31.2% |
| 1Y | +14.0% | +53.4% | -39.5% | -23.3% |
| 3Y | +145.1% | +78.0% | +67.1% | +41.0% |
| All | +145.1% | +77.0% | +68.1% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling