-42.9%
CORZ vs HST
+57.3%
-100.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.4% |
| 7D | -11.2% | -2.7% | -8.6% | -9.4% |
| 30D | -26.2% | +10.7% | -36.9% | -29.2% |
| 3M | -44.1% | +6.3% | -50.4% | -45.4% |
| 6M | -52.3% | +19.0% | -71.2% | -57.2% |
| YTD | -19.2% | +47.0% | -66.3% | -33.1% |
| 1Y | -42.9% | +53.4% | -96.3% | -52.3% |
| All | -42.9% | +57.3% | -100.1% | -52.3% |
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