-41.3%
CORZ vs HST
+76.4%
-117.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.3% | -11.7% | -11.0% |
| 7D | -14.9% | +3.3% | -18.3% | -16.2% |
| 30D | -23.1% | +16.4% | -39.5% | -27.7% |
| 3M | -44.1% | +5.5% | -49.5% | -45.8% |
| 6M | -39.5% | +31.1% | -70.7% | -46.8% |
| YTD | -12.4% | +55.9% | -68.3% | -24.3% |
| 1Y | -41.3% | +75.6% | -116.9% | -47.5% |
| All | -41.3% | +76.4% | -117.7% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling