+5,435.1%
CL vs HST
+1,512.4%
+3,922.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +0.7% |
| 7D | +5.9% | -4.2% | +10.1% | +6.5% |
| 30D | +13.8% | +9.6% | +4.2% | +12.4% |
| 3M | +6.4% | -1.1% | +7.5% | +6.4% |
| 6M | +15.6% | +21.1% | -5.5% | +12.6% |
| YTD | +27.9% | +47.1% | -19.2% | +21.3% |
| 1Y | +31.4% | +64.0% | -32.6% | +22.8% |
| 3Y | +41.4% | +77.1% | -35.7% | +29.7% |
| 5Y | +42.8% | +71.8% | -29.0% | +29.5% |
| 10Y | +79.7% | +146.3% | -66.6% | +48.9% |
| All | +5,435.1% | +1,512.4% | +3,922.7% | +2,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling