+9.7%
CRM vs HST
+66.0%
-56.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -8.1% | +0.7% | -8.8% | -8.3% |
| 30D | +23.1% | -0.7% | +23.7% | +23.2% |
| 3M | +42.5% | -4.0% | +46.6% | +44.3% |
| 6M | +25.3% | +20.7% | +4.6% | +16.6% |
| YTD | -7.8% | +31.0% | -38.8% | -17.1% |
| 1Y | +1.0% | +36.2% | -35.2% | -10.9% |
| All | +9.7% | +66.0% | -56.3% | -11.9% |
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 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