+35.1%
CLS vs HST
+36.9%
-1.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.6% | +5.6% |
| 7D | +12.8% | +2.0% | +10.8% | +12.0% |
| 30D | +3.8% | -5.2% | +9.1% | +5.5% |
| 3M | -14.6% | -6.2% | -8.4% | -12.0% |
| 6M | +32.2% | +20.4% | +11.8% | +27.7% |
| YTD | +11.6% | +30.6% | -19.0% | +8.0% |
| 1Y | +35.1% | +37.4% | -2.3% | +34.8% |
| All | +35.1% | +36.9% | -1.8% | +34.8% |
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