+85.0%
COR vs HST
+87.2%
-2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +7.8% | +3.6% | +4.3% | +8.0% |
| 30D | +7.0% | +11.2% | -4.2% | +7.8% |
| 3M | +16.3% | +13.1% | +3.2% | +17.3% |
| 6M | +41.3% | +23.9% | +17.4% | +43.4% |
| YTD | +7.1% | +52.3% | -45.1% | +10.0% |
| 1Y | -0.8% | +56.7% | -57.5% | +2.0% |
| 3Y | +85.0% | +87.5% | -2.5% | +101.2% |
| All | +85.0% | +87.2% | -2.2% | +101.2% |
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