+99.8%
HST vs CRL
+241.6%
-141.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | +2.0% | -0.6% | +2.5% | +2.1% |
| 30D | -5.2% | +5.0% | -10.2% | -6.8% |
| 3M | -6.2% | +50.6% | -56.8% | -18.3% |
| 6M | +20.4% | +60.9% | -40.5% | +1.5% |
| YTD | +30.6% | +40.7% | -10.1% | +14.3% |
| 1Y | +37.4% | +73.3% | -36.0% | +11.3% |
| 3Y | +66.1% | +40.6% | +25.6% | +37.0% |
| 5Y | +73.7% | -37.0% | +110.7% | +85.2% |
| 10Y | +99.8% | +244.3% | -144.5% | -0.2% |
| All | +99.8% | +241.6% | -141.8% | -0.2% |
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