+89.6%
CL vs HST
+133.7%
-44.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +3.2% | +3.6% | -0.4% | +2.8% |
| 30D | +8.0% | +11.2% | -3.2% | +6.8% |
| 3M | +7.9% | +13.1% | -5.2% | +6.4% |
| 6M | +14.7% | +23.9% | -9.2% | +12.0% |
| YTD | +29.2% | +52.3% | -23.1% | +23.3% |
| 1Y | +29.5% | +56.7% | -27.1% | +23.3% |
| 3Y | +40.7% | +87.5% | -46.8% | +30.4% |
| 5Y | +43.9% | +82.8% | -38.9% | +32.0% |
| All | +89.6% | +133.7% | -44.1% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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