+1,761.1%
CLS vs HST
+143.2%
+1,617.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -0.9% |
| 7D | -13.9% | +0.6% | -14.5% | -13.9% |
| 30D | -38.2% | +14.5% | -52.7% | -42.3% |
| 3M | -28.8% | +15.4% | -44.2% | -34.1% |
| 6M | -40.4% | +22.0% | -62.4% | -46.5% |
| YTD | -24.3% | +54.9% | -79.1% | -40.4% |
| 1Y | -35.0% | +54.0% | -89.0% | -48.8% |
| 3Y | +778.7% | +90.4% | +688.2% | +513.7% |
| 5Y | +1,884.8% | +84.2% | +1,800.6% | +1,276.1% |
| 10Y | +1,761.1% | +144.6% | +1,616.5% | +1,006.3% |
| All | +1,761.1% | +143.2% | +1,617.8% | +1,006.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling