+42.8%
CL vs HST
+70.3%
-27.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +0.3% |
| 7D | +5.9% | -4.2% | +10.1% | +6.2% |
| 30D | +13.8% | +9.6% | +4.2% | +13.0% |
| 3M | +6.4% | -1.1% | +7.5% | +6.4% |
| 6M | +15.6% | +21.1% | -5.5% | +13.9% |
| YTD | +27.9% | +47.1% | -19.2% | +24.1% |
| 1Y | +31.4% | +64.0% | -32.6% | +26.6% |
| 3Y | +41.4% | +77.1% | -35.7% | +34.9% |
| 5Y | +42.8% | +71.8% | -29.0% | +42.0% |
| All | +42.8% | +70.3% | -27.5% | +42.0% |
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