+20.2%
CLF vs HST
+76.4%
-56.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -9.8% |
| 7D | -7.9% | +3.3% | -11.2% | -9.5% |
| 30D | +5.2% | +16.4% | -11.1% | -3.1% |
| 3M | +4.3% | +5.5% | -1.2% | +1.9% |
| 6M | +25.3% | +31.1% | -5.9% | +4.2% |
| YTD | -3.3% | +55.9% | -59.2% | -25.8% |
| 1Y | +20.2% | +75.6% | -55.4% | -7.6% |
| All | +20.2% | +76.4% | -56.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling