+696.9%
CLF vs HST
+1,330.6%
-633.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -1.0% | +8.6% | +8.2% |
| 30D | -1.2% | -12.3% | +11.1% | +4.9% |
| 3M | -13.4% | -6.4% | -7.0% | -11.0% |
| 6M | +15.4% | +15.0% | +0.4% | +8.1% |
| YTD | -5.9% | +30.5% | -36.4% | -16.8% |
| 1Y | +18.8% | +35.7% | -16.9% | +2.8% |
| 3Y | -19.4% | +68.4% | -87.8% | -36.6% |
| 5Y | -47.7% | +73.1% | -120.8% | -59.9% |
| 10Y | +130.4% | +92.7% | +37.6% | +66.9% |
| All | +696.9% | +1,330.6% | -633.8% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling