+5.8%
CLF vs HST
+22.9%
-17.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.7% | -6.6% | -9.2% |
| 7D | -21.0% | -4.2% | -16.8% | -18.7% |
| 30D | -8.0% | +9.6% | -17.6% | -10.0% |
| 3M | -10.9% | -1.1% | -9.8% | -7.2% |
| 6M | +5.8% | +21.1% | -15.3% | -13.9% |
| All | +5.8% | +22.9% | -17.1% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling