+318.0%
CORZ vs HST
+51.3%
+266.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.5% |
| 7D | +26.4% | +3.6% | +22.7% | +23.0% |
| 30D | -6.8% | +9.9% | -16.7% | -12.6% |
| 3M | -31.1% | +12.9% | -44.0% | -36.8% |
| 6M | -36.9% | +22.9% | -59.8% | -46.6% |
| YTD | -1.2% | +52.4% | -53.6% | -29.6% |
| 1Y | -12.5% | +52.5% | -65.1% | -38.0% |
| All | +318.0% | +51.3% | +266.8% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling