+84.9%
CL vs HST
+143.2%
-58.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | +11.8% | +14.5% | -2.7% | +10.2% |
| 3M | +5.9% | +15.4% | -9.5% | +4.3% |
| 6M | +13.3% | +22.0% | -8.7% | +10.8% |
| YTD | +27.1% | +54.9% | -27.7% | +21.2% |
| 1Y | +28.0% | +54.0% | -26.0% | +22.1% |
| 3Y | +39.4% | +90.4% | -51.1% | +29.1% |
| 5Y | +40.8% | +84.2% | -43.5% | +29.2% |
| 10Y | +84.9% | +144.6% | -59.7% | +63.5% |
| All | +84.9% | +143.2% | -58.4% | +63.5% |
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