+230.8%
CORZ vs HST
+46.0%
+184.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.7% | -5.1% | -6.5% |
| 7D | -21.1% | -4.2% | -17.0% | -18.3% |
| 30D | -31.8% | +9.6% | -41.3% | -35.9% |
| 3M | -47.7% | -1.1% | -46.6% | -47.1% |
| 6M | -48.7% | +21.1% | -69.8% | -56.2% |
| YTD | -21.8% | +47.1% | -68.9% | -42.8% |
| 1Y | -47.8% | +64.0% | -111.8% | -65.6% |
| All | +230.8% | +46.0% | +184.8% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling