+138.4%
HLT vs CRS
+1,363.4%
-1,225.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.6% | -6.8% | +5.2% | 0.0% |
| 30D | -5.0% | -16.1% | +11.1% | -1.3% |
| 3M | -10.4% | -21.2% | +10.8% | -6.0% |
| 6M | +3.2% | +8.7% | -5.4% | -0.1% |
| YTD | +6.7% | +41.0% | -34.2% | -3.4% |
| 1Y | +10.3% | +82.7% | -72.4% | -7.6% |
| 3Y | +99.3% | +604.8% | -505.4% | +11.5% |
| All | +138.4% | +1,363.4% | -1,225.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling