+39.9%
CL vs HST
+71.5%
-31.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.3% | -2.7% | +4.0% | +1.5% |
| 30D | +11.4% | +10.7% | +0.7% | +10.5% |
| 3M | +4.4% | +6.3% | -1.8% | +3.9% |
| 6M | +10.8% | +19.0% | -8.2% | +9.3% |
| YTD | +25.1% | +47.0% | -21.9% | +21.5% |
| 1Y | +28.0% | +53.4% | -25.5% | +23.8% |
| 3Y | +37.6% | +78.0% | -40.4% | +31.2% |
| All | +39.9% | +71.5% | -31.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling