-31.6%
CRCL vs HST
+76.4%
-108.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -6.8% | +3.3% | -10.2% | -7.6% |
| 30D | -8.6% | +16.4% | -25.0% | -11.7% |
| 3M | +20.3% | +5.5% | +14.9% | +18.2% |
| 6M | -36.3% | +31.1% | -67.5% | -40.4% |
| YTD | -4.0% | +55.9% | -59.9% | -13.2% |
| 1Y | -31.6% | +75.6% | -107.2% | -38.9% |
| All | -31.6% | +76.4% | -108.0% | -38.9% |
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