+238.9%
CRM vs HST
+110.3%
+128.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | -4.4% | +0.9% | -5.3% | -4.7% |
| 30D | +28.1% | -2.5% | +30.6% | +29.0% |
| 3M | +48.8% | -5.1% | +54.0% | +51.0% |
| 6M | +28.3% | +21.6% | +6.6% | +20.0% |
| YTD | -6.0% | +31.6% | -37.6% | -14.4% |
| 1Y | +1.4% | +36.1% | -34.7% | -8.9% |
| 3Y | +11.8% | +66.5% | -54.6% | -6.6% |
| 5Y | -2.0% | +76.6% | -78.6% | -19.4% |
| All | +238.9% | +110.3% | +128.6% | +165.2% |
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 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