+80.1%
CLF vs HST
+144.9%
-64.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.3% | +5.2% |
| 7D | -14.1% | -1.1% | -13.0% | -13.2% |
| 30D | -5.5% | +11.6% | -17.2% | -12.2% |
| 3M | 0.0% | +9.5% | -9.5% | -6.2% |
| 6M | +11.3% | +18.9% | -7.7% | -1.6% |
| YTD | -7.7% | +51.0% | -58.7% | -30.4% |
| 1Y | +17.5% | +53.0% | -35.4% | -12.3% |
| 3Y | -25.4% | +87.5% | -112.9% | -51.7% |
| 5Y | -46.0% | +76.7% | -122.6% | -64.8% |
| 10Y | +80.1% | +137.9% | -57.8% | -4.0% |
| All | +80.1% | +144.9% | -64.8% | -4.0% |
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 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