+74.6%
CLF vs HST
+133.7%
-59.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.4% | +3.6% | +6.8% | +7.9% |
| 30D | +0.6% | +11.2% | -10.7% | -6.2% |
| 3M | +4.1% | +13.1% | -9.0% | -4.3% |
| 6M | +15.1% | +23.9% | -8.8% | -0.9% |
| YTD | -4.7% | +52.3% | -57.0% | -28.6% |
| 1Y | +20.4% | +56.7% | -36.3% | -11.6% |
| 3Y | -23.4% | +87.5% | -110.9% | -50.4% |
| 5Y | -43.3% | +82.8% | -126.1% | -63.8% |
| All | +74.6% | +133.7% | -59.1% | -6.8% |
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