+69.6%
HST vs CRL
+42.4%
+27.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.7% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | -12.3% | +10.7% | -22.9% | -14.4% |
| 3M | -6.4% | +55.3% | -61.6% | -16.3% |
| 6M | +15.0% | +60.7% | -45.6% | +1.0% |
| YTD | +30.5% | +44.6% | -14.1% | +17.3% |
| 1Y | +35.7% | +77.7% | -42.1% | +14.5% |
| All | +69.6% | +42.4% | +27.1% | +44.1% |
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