-47.8%
CLF vs HST
+74.0%
-121.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | -1.0% | +8.6% | +8.4% |
| 30D | -1.2% | -12.3% | +11.1% | +7.8% |
| 3M | -13.4% | -6.4% | -7.0% | -10.0% |
| 6M | +15.4% | +15.0% | +0.4% | +4.3% |
| YTD | -5.9% | +30.5% | -36.4% | -21.9% |
| 1Y | +18.8% | +35.7% | -16.9% | -4.5% |
| 3Y | -19.4% | +68.4% | -87.8% | -44.4% |
| All | -47.8% | +74.0% | -121.8% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling