+17,590.3%
COR vs HST
+748.0%
+16,842.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -2.7% | +3.5% | +1.3% |
| 30D | +5.1% | +10.7% | -5.6% | +3.4% |
| 3M | +2.8% | +6.3% | -3.4% | +1.7% |
| 6M | +32.5% | +19.0% | +13.6% | +28.3% |
| YTD | -0.7% | +47.0% | -47.7% | -7.5% |
| 1Y | -6.7% | +53.4% | -60.1% | -13.8% |
| 3Y | +73.7% | +78.0% | -4.3% | +53.9% |
| 5Y | +177.9% | +71.7% | +106.2% | +143.0% |
| 10Y | +533.8% | +146.2% | +387.6% | +399.3% |
| All | +17,590.3% | +748.0% | +16,842.3% | +10,006.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling