+87.5%
HST vs CRL
+97.9%
-10.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +11.2% | +11.9% | -0.7% | +8.0% |
| 3M | +13.1% | +20.2% | -7.1% | +7.8% |
| 6M | +23.9% | +107.5% | -83.6% | +2.3% |
| YTD | +52.3% | +69.4% | -17.1% | +31.3% |
| 1Y | +56.7% | +99.7% | -43.1% | +28.9% |
| 3Y | +87.5% | +98.8% | -11.3% | +45.1% |
| All | +87.5% | +97.9% | -10.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling