-35.1%
CLF vs HST
+77.1%
-112.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.7% | -6.6% | -7.9% |
| 7D | -21.0% | -4.2% | -16.8% | -18.1% |
| 30D | -8.0% | +9.6% | -17.6% | -14.1% |
| 3M | -10.9% | -1.1% | -9.8% | -10.3% |
| 6M | +5.8% | +21.1% | -15.3% | -10.1% |
| YTD | -15.1% | +47.1% | -62.2% | -38.3% |
| 1Y | +7.2% | +64.0% | -56.8% | -29.2% |
| All | -35.1% | +77.1% | -112.2% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling