+46.2%
HST vs CRL
+101.9%
-55.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -1.0% |
| 7D | -2.7% | -6.1% | +3.4% | -2.1% |
| 30D | +10.7% | +12.4% | -1.7% | +8.9% |
| 3M | +6.3% | +27.1% | -20.9% | +2.8% |
| 6M | +19.0% | +85.7% | -66.8% | +8.4% |
| YTD | +47.0% | +69.2% | -22.2% | +34.1% |
| All | +46.2% | +101.9% | -55.7% | +24.5% |
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 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