+96.3%
COR vs HST
+68.9%
+27.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.8% |
| 7D | +2.8% | -1.0% | +3.8% | +2.7% |
| 30D | +4.5% | -12.3% | +16.8% | +3.7% |
| 3M | +22.7% | -6.4% | +29.0% | +22.2% |
| 6M | -9.7% | +15.0% | -24.7% | -9.1% |
| YTD | -1.4% | +30.5% | -31.9% | -0.2% |
| 1Y | +13.9% | +35.7% | -21.7% | +15.5% |
| All | +96.3% | +68.9% | +27.4% | +99.5% |
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