+66.1%
HST vs CRS
+653.3%
-587.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.8% |
| 7D | +2.0% | -3.1% | +5.1% | +2.6% |
| 30D | -5.2% | -19.6% | +14.4% | -1.2% |
| 3M | -6.2% | -8.1% | +1.8% | -5.3% |
| 6M | +20.4% | +18.6% | +1.9% | +15.0% |
| YTD | +30.6% | +45.9% | -15.2% | +19.1% |
| 1Y | +37.4% | +82.5% | -45.1% | +18.5% |
| 3Y | +66.1% | +648.9% | -582.8% | +7.3% |
| All | +66.1% | +653.3% | -587.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling