+1,570.6%
HST vs CRS
+6,376.2%
-4,805.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +3.6% | +7.4% | -3.8% | +0.6% |
| 30D | +9.9% | -21.2% | +31.1% | +18.6% |
| 3M | +12.9% | -43.3% | +56.2% | +37.6% |
| 6M | +22.9% | -29.4% | +52.3% | +36.0% |
| YTD | +52.4% | -4.7% | +57.1% | +47.3% |
| 1Y | +52.5% | -9.6% | +62.1% | +50.1% |
| 3Y | +87.4% | +355.5% | -268.0% | -11.3% |
| 5Y | +82.9% | +826.6% | -743.6% | -39.5% |
| 10Y | +134.8% | +846.1% | -711.4% | -34.3% |
| All | +1,570.6% | +6,376.2% | -4,805.5% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling