-25.3%
CRCL vs HST
+82.7%
-107.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -8.4% | +3.6% | -11.9% | -9.8% |
| 30D | -21.8% | +11.2% | -33.0% | -24.5% |
| 3M | -17.5% | +13.1% | -30.6% | -20.8% |
| 6M | -50.9% | +23.9% | -74.8% | -54.6% |
| YTD | -21.6% | +52.3% | -73.9% | -34.5% |
| 1Y | -24.5% | +56.7% | -81.1% | -38.2% |
| All | -25.3% | +82.7% | -107.9% | -44.0% |
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