-29.6%
CLS vs HST
+76.4%
-106.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.3% | -10.3% | -9.4% |
| 7D | -21.1% | +3.3% | -24.5% | -21.9% |
| 30D | -38.2% | +16.4% | -54.6% | -40.9% |
| 3M | -36.3% | +5.5% | -41.8% | -36.9% |
| 6M | -43.8% | +31.1% | -74.9% | -47.2% |
| YTD | -20.0% | +55.9% | -76.0% | -26.6% |
| 1Y | -29.6% | +75.6% | -105.2% | -36.8% |
| All | -29.6% | +76.4% | -106.0% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling