+618.5%
CLF vs HST
+1,512.4%
-893.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.7% | -6.6% | -9.6% |
| 7D | -21.0% | -4.2% | -16.8% | -19.2% |
| 30D | -8.0% | +9.6% | -17.6% | -11.8% |
| 3M | -10.9% | -1.1% | -9.8% | -10.7% |
| 6M | +5.8% | +21.1% | -15.3% | -3.5% |
| YTD | -15.1% | +47.1% | -62.2% | -29.2% |
| 1Y | +7.2% | +64.0% | -56.8% | -15.3% |
| 3Y | -34.2% | +77.1% | -111.3% | -49.5% |
| 5Y | -49.6% | +71.8% | -121.4% | -61.2% |
| 10Y | +109.9% | +146.3% | -36.4% | +36.2% |
| All | +618.5% | +1,512.4% | -893.9% | +241.3% |
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