+539.3%
HST vs CRL
+1,630.9%
-1,091.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.9% | -2.7% |
| 7D | -2.7% | -6.1% | +3.4% | -1.0% |
| 30D | +10.7% | +12.4% | -1.7% | +5.8% |
| 3M | +6.3% | +27.1% | -20.9% | -3.1% |
| 6M | +19.0% | +85.7% | -66.8% | -6.0% |
| YTD | +47.0% | +69.2% | -22.2% | +18.3% |
| 1Y | +53.4% | +97.5% | -44.1% | +16.8% |
| 3Y | +78.0% | +86.1% | -8.1% | +30.0% |
| 5Y | +71.7% | -10.0% | +81.7% | +56.0% |
| 10Y | +146.2% | +395.0% | -248.8% | +12.0% |
| All | +539.3% | +1,630.9% | -1,091.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling