+122.6%
HST vs CRL
+354.1%
-231.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.6% | +8.9% | -5.3% | +0.9% |
| 30D | +9.9% | +14.0% | -4.1% | +5.0% |
| 3M | +12.9% | +19.8% | -6.9% | +5.9% |
| 6M | +22.9% | +102.0% | -79.2% | -3.4% |
| YTD | +52.4% | +70.8% | -18.4% | +24.8% |
| 1Y | +52.5% | +98.7% | -46.2% | +18.7% |
| 3Y | +87.4% | +98.2% | -10.7% | +37.5% |
| 5Y | +82.9% | -11.7% | +94.6% | +73.5% |
| All | +122.6% | +354.1% | -231.5% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling