+3,231.7%
CLS vs HST
+304.2%
+2,927.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | -26.6% | -6.4% | -20.2% | -24.7% |
| 6M | +15.4% | +15.0% | +0.4% | +8.9% |
| YTD | +5.7% | +30.5% | -24.8% | -5.7% |
| 1Y | +41.1% | +35.7% | +5.4% | +23.4% |
| 3Y | +1,228.6% | +68.4% | +1,160.2% | +970.0% |
| 5Y | +3,240.6% | +73.1% | +3,167.5% | +2,530.1% |
| 10Y | +2,760.3% | +92.7% | +2,667.6% | +1,948.2% |
| All | +3,231.7% | +304.2% | +2,927.5% | +1,315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling