+131.7%
HST vs CRL
+378.4%
-246.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -2.4% |
| 7D | -2.7% | -6.1% | +3.4% | -1.1% |
| 30D | +10.7% | +12.4% | -1.7% | +6.3% |
| 3M | +6.3% | +27.1% | -20.9% | -2.2% |
| 6M | +19.0% | +85.7% | -66.8% | -3.9% |
| YTD | +47.0% | +69.2% | -22.2% | +20.7% |
| 1Y | +53.4% | +97.5% | -44.1% | +19.5% |
| 3Y | +78.0% | +86.1% | -8.1% | +33.5% |
| 5Y | +71.7% | -10.0% | +81.7% | +61.4% |
| All | +131.7% | +378.4% | -246.7% | +15.5% |
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