+773.9%
CLS vs HST
+90.3%
+683.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | -1.2% |
| 7D | -13.9% | +0.6% | -14.5% | -13.9% |
| 30D | -38.2% | +14.5% | -52.7% | -43.1% |
| 3M | -28.8% | +15.4% | -44.2% | -35.0% |
| 6M | -40.4% | +22.0% | -62.4% | -47.6% |
| YTD | -24.3% | +54.9% | -79.1% | -43.8% |
| 1Y | -35.0% | +54.0% | -89.0% | -51.7% |
| All | +773.9% | +90.3% | +683.6% | +404.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling