+109.0%
HST vs CRS
+1,392.1%
-1,283.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +0.9% | -6.8% | +7.6% | +3.3% |
| 30D | -2.5% | -16.1% | +13.7% | +3.4% |
| 3M | -5.1% | -21.2% | +16.0% | +2.1% |
| 6M | +21.6% | +8.7% | +12.9% | +15.7% |
| YTD | +31.6% | +41.0% | -9.3% | +13.2% |
| 1Y | +36.1% | +82.7% | -46.5% | +4.6% |
| 3Y | +66.5% | +604.8% | -538.3% | -28.6% |
| 5Y | +76.6% | +1,384.7% | -1,308.1% | -47.7% |
| All | +109.0% | +1,392.1% | -1,283.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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