+22.8%
CCL vs HST
+71.5%
-48.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.1% | -2.7% | +5.8% | +6.1% |
| 30D | +13.7% | +10.7% | +3.0% | +2.5% |
| 3M | +3.8% | +6.3% | -2.4% | -2.6% |
| 6M | +9.3% | +19.0% | -9.7% | -8.9% |
| YTD | -1.1% | +47.0% | -48.1% | -33.3% |
| 1Y | +14.6% | +53.4% | -38.9% | -26.1% |
| 3Y | +146.4% | +78.0% | +68.4% | +32.1% |
| All | +22.8% | +71.5% | -48.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling