+1,628.1%
CLS vs HST
+142.8%
+1,485.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -22.2% | -2.7% | -19.5% | -20.9% |
| 30D | -44.4% | +10.7% | -55.1% | -47.2% |
| 3M | -34.3% | +6.3% | -40.5% | -36.4% |
| 6M | -50.1% | +19.0% | -69.0% | -54.6% |
| YTD | -30.1% | +47.0% | -77.1% | -43.5% |
| 1Y | -39.3% | +53.4% | -92.8% | -52.2% |
| 3Y | +732.7% | +78.0% | +654.7% | +502.2% |
| 5Y | +1,777.2% | +71.7% | +1,705.5% | +1,249.7% |
| All | +1,628.1% | +142.8% | +1,485.3% | +960.0% |
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