+41.1%
CLS vs HST
+38.1%
+3.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | -1.0% | +5.6% | +4.9% |
| 30D | -13.9% | -12.3% | -1.6% | -10.4% |
| 3M | -26.6% | -6.4% | -20.2% | -24.4% |
| 6M | +15.4% | +15.0% | +0.4% | +12.2% |
| YTD | +5.7% | +30.5% | -24.8% | +3.3% |
| 1Y | +41.1% | +35.7% | +5.4% | +40.2% |
| All | +41.1% | +38.1% | +3.0% | +40.2% |
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