+195.1%
COR vs HST
+83.0%
+112.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +2.9% | +3.6% | -0.8% | +2.6% |
| 30D | +5.8% | +9.9% | -4.1% | +5.3% |
| 3M | +11.4% | +12.9% | -1.5% | +10.7% |
| 6M | +34.5% | +22.9% | +11.6% | +32.6% |
| YTD | +4.1% | +52.4% | -48.3% | +0.9% |
| 1Y | -3.1% | +52.5% | -55.7% | -6.1% |
| 3Y | +80.9% | +87.4% | -6.6% | +70.0% |
| 5Y | +195.1% | +82.9% | +112.2% | +178.9% |
| All | +195.1% | +83.0% | +112.1% | +178.9% |
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