+5,793.7%
CRM vs HST
+281.4%
+5,512.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -3.5% | +2.0% | -5.5% | -4.2% |
| 30D | +29.3% | -5.2% | +34.5% | +31.6% |
| 3M | +36.8% | -6.2% | +43.1% | +39.7% |
| 6M | +23.9% | +20.4% | +3.4% | +14.7% |
| YTD | -5.5% | +30.6% | -36.1% | -15.3% |
| 1Y | -0.4% | +37.4% | -37.8% | -12.9% |
| 3Y | +12.8% | +66.1% | -53.4% | -9.2% |
| 5Y | -3.5% | +73.7% | -77.2% | -24.6% |
| 10Y | +238.4% | +99.8% | +138.7% | +123.2% |
| All | +5,793.7% | +281.4% | +5,512.3% | +3,299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling