+35.7%
HST vs CRL
+78.8%
-43.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.5% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -12.3% | +10.7% | -22.9% | -13.3% |
| 3M | -6.4% | +55.3% | -61.6% | -11.8% |
| 6M | +15.0% | +60.7% | -45.6% | +7.0% |
| YTD | +30.5% | +44.6% | -14.1% | +23.0% |
| 1Y | +35.7% | +77.7% | -42.1% | +25.0% |
| All | +35.7% | +78.8% | -43.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling