+8.5%
CRCL vs HST
+57.2%
-48.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.0% |
| 7D | -12.5% | +0.7% | -13.2% | -12.7% |
| 30D | +26.9% | -0.7% | +27.6% | +27.1% |
| 3M | +14.4% | -4.0% | +18.4% | +15.7% |
| 6M | -23.5% | +20.7% | -44.2% | -31.2% |
| YTD | +13.9% | +31.0% | -17.1% | -0.1% |
| 1Y | -20.6% | +36.2% | -56.8% | -30.4% |
| All | +8.5% | +57.2% | -48.7% | -14.7% |
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