+68.3%
CLF vs HST
+138.5%
-70.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | -2.7% | -16.9% | -17.9% |
| 30D | -5.0% | +10.7% | -15.7% | -11.2% |
| 3M | -6.3% | +6.3% | -12.5% | -10.4% |
| 6M | +2.8% | +19.0% | -16.2% | -9.2% |
| YTD | -13.7% | +47.0% | -60.7% | -33.8% |
| 1Y | +13.6% | +53.4% | -39.9% | -15.4% |
| 3Y | -34.0% | +78.0% | -112.0% | -55.8% |
| 5Y | -48.7% | +71.7% | -120.4% | -65.9% |
| All | +68.3% | +138.5% | -70.2% | -8.7% |
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