-4.2%
CORZ vs HST
+53.2%
-57.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +23.5% | +3.6% | +19.9% | +20.9% |
| 30D | +7.5% | +11.2% | -3.7% | +2.4% |
| 3M | -26.6% | +13.1% | -39.7% | -30.5% |
| 6M | -39.5% | +23.9% | -63.4% | -46.7% |
| YTD | -0.3% | +52.3% | -52.6% | -16.3% |
| 1Y | -4.2% | +56.7% | -60.9% | -17.1% |
| All | -4.2% | +53.2% | -57.4% | -17.1% |
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