-17.5%
CLF vs HST
+68.9%
-86.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | -1.0% | +8.6% | +8.5% |
| 30D | -1.2% | -12.3% | +11.1% | +8.9% |
| 3M | -13.4% | -6.4% | -7.0% | -9.7% |
| 6M | +15.4% | +15.0% | +0.4% | +2.3% |
| YTD | -5.9% | +30.5% | -36.4% | -24.4% |
| 1Y | +18.8% | +35.7% | -16.9% | -7.9% |
| All | -17.5% | +68.9% | -86.5% | -46.7% |
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 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