-32.2%
CRCL vs HST
+36.5%
-68.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.4% |
| 30D | +27.1% | -2.5% | +29.6% | +27.8% |
| 3M | +9.6% | -5.1% | +14.8% | +10.9% |
| 6M | -19.7% | +21.6% | -41.3% | -27.5% |
| YTD | +14.2% | +31.6% | -17.4% | +2.0% |
| 1Y | -32.2% | +36.1% | -68.4% | -34.2% |
| All | -32.2% | +36.5% | -68.8% | -34.2% |
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